The execution report message is used to:
1. confirm the receipt of an order
2. confirm changes to an existing order (i.e. accept cancel and replace requests)
3. relay order status information
4. relay fill information on working orders
5. relay fill information on tradeable or restricted tradeable quotes
6. reject orders
7. report post-trade fees calculations associated with a trade
Pedigree Added FIX.2.7
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Component(-) | StandardHeader | Hdr | Y | MsgType = 8 | Added FIX.2.7 |
| 8 | BeginString | BeginString | Y | FIXT.1.1 (Always unencrypted, must be first field in message) | Added FIX.4.0 |
| 9 | BodyLength | BodyLength | Y | (Always unencrypted, must be second field in message) | Added FIX.4.0 |
| 35 | MsgType | MsgTyp | Y | (Always unencrypted, must be third field in message) | Added FIX.4.0 |
| 1128 | ApplVerID | ApplVerID | Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence. | Added EP-1 | |
| 1156 | ApplExtID | ApplExtID | Added EP-1 | ||
| 1129 | CstmApplVerID | CstmApplVerID | Used to support bilaterally agreed custom functionality | Added EP-1 | |
| 49 | SenderCompID | SID | Y | (Always unencrypted) | Added FIX.4.0 |
| 56 | TargetCompID | TID | Y | (Always unencrypted) | Added FIX.4.0 |
| 115 | OnBehalfOfCompID | OBID | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 128 | DeliverToCompID | D2ID | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 90 | SecureDataLen | SecureDataLen | Required to identify length of encrypted section of message. (Always unencrypted) | Added FIX.4.0 Updated EP195 Deprecated EP195 | |
| 91 | SecureData | SecureData | Required when message body is encrypted. Always immediately follows SecureDataLen field. | Added FIX.4.0 Updated EP195 Deprecated EP195 | |
| 34 | MsgSeqNum | SeqNum | Y | (Can be embedded within encrypted data section.) | Added FIX.4.0 |
| 50 | SenderSubID | SSub | (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 142 | SenderLocationID | SLoc | Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 57 | TargetSubID | TSub | ADMINreserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 143 | TargetLocationID | TLoc | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 116 | OnBehalfOfSubID | OBSub | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 144 | OnBehalfOfLocationID | OBLoc | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 129 | DeliverToSubID | D2Sub | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 145 | DeliverToLocationID | D2Loc | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 43 | PossDupFlag | PosDup | Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 97 | PossResend | PosRsnd | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 52 | SendingTime | Snt | Y | (Can be embedded within encrypted data section.) | Added FIX.4.0 |
| 122 | OrigSendingTime | OrigSnt | Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 212 | XmlDataLen | XmlDataLen | Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) | Added FIX.4.2 | |
| 213 | XmlData | XmlData | Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support | Added FIX.4.2 | |
| 347 | MessageEncoding | MsgEncd | Type of message encoding (non-ASCII characters) used in a message's Encodedfields. Required if any Encodingfields are used. | Added FIX.4.2 | |
| 369 | LastMsgSeqNumProcessed | LastMsgSeqNumProced | The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. | Added FIX.4.2 |
| Component(-) | HopGrp | Hop | Number of repeating groups of historical hopinformation. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. | Added EP-1 |
| Repeating Group 627 | NoHops | Added EP-1 |
| 628 | HopCompID | ID | Added EP-1 | ||
| 629 | HopSendingTime | Snt | Added EP-1 | ||
| 630 | HopRefID | Ref | Added EP-1 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | ApplicationSequenceControl | ApplSeqCtrl | For use in drop copy applications. NOT FOR USE in transactional applications. | Added EP-1 |
| 1180 | ApplID | ApplID | Identifies the application with which a message is associated. Used only if application sequencing is in effect. | Added EP-1 | |
| 1181 | ApplSeqNum | ApplSeqNum | Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. | Added EP-1 | |
| 1350 | ApplLastSeqNum | ApplLastSeqNum | The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified | Added EP-1 | |
| 1352 | ApplResendFlag | ApplResendFlag | Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. | Added EP-1 |
| end Component |
| 37 | OrderID | OrdID | Y | OrderID is required to be unique for each chain of orders. | Added FIX.2.7 |
| 2422 | OrderRequestID | OrdReqID | Required if provided on the order message. Echo back the value provided in the order message. | Added EP188 | |
| 2423 | MassOrderRequestID | MassOrdReqID | Can be used to link execution to the MassOrder(35=DJ) message. | Added EP188 | |
| 198 | SecondaryOrderID | OrdID2 | Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. | Added FIX.4.1 Updated EP125 | |
| 526 | SecondaryClOrdID | ID2 | Added FIX.4.3 Updated EP159 | ||
| 527 | SecondaryExecID | ExecID2 | Added FIX.4.3 | ||
| 11 | ClOrdID | ID | Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteID(117) of a single Quote(35=S) - QuoteEntryID(299) of a MassQuote(35=i) - BidID(390) or OfferID(1867) of a two-sided Quote(35=S) - MassOrderReportID(2424) of a MassOrderAck(35=DK) | Added FIX.2.7 Updated EP271 | |
| 1166 | QuoteMsgID | QtMsgID | In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) | Added EP159 | |
| 41 | OrigClOrdID | OrigID | Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. | Added FIX.4.1 Updated EP188 | |
| 583 | ClOrdLinkID | LnkID | Added FIX.4.3 | ||
| 278 | MDEntryID | MDID | Reference to the MDEntryID(278) of this order or quote in the market data. | Added EP125 | |
| 693 | QuoteRespID | RspID | Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. | Added FIX.4.4 Updated EP188 | |
| 790 | OrdStatusReqID | StatReqID | Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. | Added FIX.4.4 Updated EP188 | |
| 584 | MassStatusReqID | MassStatReqID | Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. | Added FIX.4.4 Updated EP188 | |
| 961 | HostCrossID | HstCxID | Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs | Added EP-1 | |
| 911 | TotNumReports | TotNumRpts | Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. | Added FIX.4.4 Updated EP188 | |
| 912 | LastRptRequested | LastRptReqed | Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. | Added FIX.4.4 Updated EP188 |
| Component(-) | Parties | Pty | Specifies party information related to the submitter. | Added FIX.4.3 Updated EP188 |
| Repeating Group 453 | NoPartyIDs | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | Added FIX.4.3 |
| 448 | PartyID | ID | Required if NoPartyIDs(453) > 0. Identification of the party. | Added FIX.4.3 Updated EP204 | |
| 447 | PartyIDSource | Src | Required if NoPartyIDs(453) > 0. Used to identify classification source. | Added FIX.4.3 Updated EP204 | |
| 452 | PartyRole | R | Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448). | Added FIX.4.3 Updated EP204 | |
| 2376 | PartyRoleQualifier | Qual | Added EP179 |
| Component(-) | PtysSubGrp | Sub | Repeating group of Party sub-identifiers. | Added FIX.4.4 |
| Repeating Group 802 | NoPartySubIDs | Added FIX.4.4 |
| 523 | PartySubID | ID | Added FIX.4.4 | ||
| 803 | PartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | TargetParties | TgtPty | Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. | Added EP131 Updated EP188 |
| Repeating Group 1461 | NoTargetPartyIDs | Repeating group below should contain unique combinations of TargetPartyID, TargetPartyIDSource, and TargetPartyRole. | Added EP85 |
| 1462 | TargetPartyID | ID | Required if NoTargetPartyIDs(1461) > 0. Used to identify the party targeted for the action specified in the message. | Added EP85 Updated EP189 | |
| 1463 | TargetPartyIDSource | Src | Used to identify source of target party identifier. | Added EP85 Updated EP189 | |
| 1464 | TargetPartyRole | R | Used to identify the role of source party identifier. | Added EP85 Updated EP189 | |
| 1818 | TargetPartyRoleQualifier | Qual | Used to further qualify the role of the target party role. | Added EP131 Updated EP189 |
| Component(-) | TargetPtysSubGrp | Sub | Repeating group of target party sub-identifiers. | Added EP189 |
| Repeating Group 2433 | NoTargetPartySubIDs | Added EP189 |
| 2434 | TargetPartySubID | ID | Required when NoTargetPartySubIDs(2433) > 0. | Added EP189 | |
| 2435 | TargetPartySubIDType | Typ | Required when NoTargetPartySubIDs(2433) > 0. | Added EP189 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 229 | TradeOriginationDate | OrignDt | Added FIX.4.3 |
| Component(-) | ContraGrp | Contra | Added FIX.4.4 Updated EP188 |
| Repeating Group 382 | NoContraBrokers | Number of ContraBrokers repeating group instances. | Added FIX.4.4 |
| 375 | ContraBroker | CntraBrkr | First field in repeating group. Required if NoContraBrokers > 0. | Added FIX.4.4 | |
| 337 | ContraTrader | CntraTrdr | Added FIX.4.4 | ||
| 437 | ContraTradeQty | CntraTrdQty | Added FIX.4.4 | ||
| 438 | ContraTradeTime | CntraTrdTm | Added FIX.4.4 | ||
| 655 | ContraLegRefID | CntraLegRefID | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| 66 | ListID | ListID | Required for executions against orders which were submitted as part of a list. | Added FIX.2.7 | |
| 548 | CrossID | CrssID | CrossID for the replacement order | Added FIX.4.3 | |
| 551 | OrigCrossID | OrigCrssID | Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). | Added FIX.4.3 Updated EP188 | |
| 549 | CrossType | CrssTyp | Added FIX.4.3 | ||
| 2334 | RefRiskLimitCheckID | RefRiskLmtChkID | Added EP171 | ||
| 2335 | RefRiskLimitCheckIDType | RefRiskLmtChkIDTyp | Conditionally required when RefRiskLimitCheckID(2334) is specified. | Added EP171 | |
| 880 | TrdMatchID | MtchID | Added EP-1 | ||
| 1891 | TrdMatchSubID | MtchSubID | Added EP223 | ||
| 17 | ExecID | ExecID | Y | Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). | Added FIX.2.7 Updated EP188 |
| 19 | ExecRefID | ExecRefID | Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). | Added FIX.2.7 Updated EP188 | |
| 150 | ExecType | ExecTyp | Y | Describes the purpose of the execution report. | Added FIX.4.1 |
| 2431 | ExecTypeReason | ExecTypRsn | Can be used to provide further detail for ExecType(150) field. | Added EP188 | |
| 39 | OrdStatus | Stat | Y | Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx | Added FIX.2.7 |
| 636 | WorkingIndicator | WorkingInd | For optional use with OrdStatus = 0 (New) | Added FIX.4.3 | |
| 2838 | CurrentWorkingPrice | CurWrkngPx | Added EP253 | ||
| 103 | OrdRejReason | RejRsn | For optional use with ExecType = 8 (Rejected) | Added FIX.2.7 | |
| 1328 | RejectText | RejTxt | Reason description for rejecting the transaction request. | Added EP134 | |
| 1664 | EncodedRejectTextLen | EncRejTxtLen | Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. | Added EP134 | |
| 1665 | EncodedRejectText | EncRejTxt | Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. | Added EP134 | |
| 378 | ExecRestatementReason | ExecRstmtRsn | Required for ExecType = D (Restated). | Added FIX.4.2 | |
| 2961 | AnonymousTradeIndicator | AnonymsTrdInd | Added EP274 | ||
| 2667 | AlgorithmicTradeIndicator | AlgoTrdInd | Added EP222 | ||
| 828 | TrdType | TrdTyp | For optional use in reporting trades. | Added EP176 Updated EP289 | |
| 829 | TrdSubType | TrdSubTyp | For optional use in reporting trades. | Added EP222 Updated EP289 | |
| 855 | SecondaryTrdType | TrdTyp2 | For optional use in reporting trades. Conditionally requires presence of TrdType(828). | Added EP222 Updated EP289 | |
| 2896 | TertiaryTrdType | TrdTyp3 | For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855). | Added EP289 |
| Component(-) | TradeTypeGrp | TrdTyp | For optional use in reporting trades as alternative to the use of individual fields. | Added EP289 |
| Repeating Group 3005 | NoTradeTypes | Added EP289 |
| 3006 | TradeType | TrdTyp | Required if NoTradeTypes(3005) > 0. | Added EP289 | |
| 3007 | TradeSubType | TrdSubTyp | Added EP289 |
| end Repeating Group |
| end Component |
| 2347 | RegulatoryTransactionType | RegTxnTyp | Added EP176 |
| Component(-) | RegulatoryTradeIDGrp | RegTrdID | Added EP175 |
| Repeating Group 1907 | NoRegulatoryTradeIDs | Added EP161 |
| 1903 | RegulatoryTradeID | ID | Required if NoRegulatoryTradeIDs(1907) > 0. | Added EP161 | |
| 1905 | RegulatoryTradeIDSource | Src | Added EP161 | ||
| 1904 | RegulatoryTradeIDEvent | Evnt | Added EP161 | ||
| 1906 | RegulatoryTradeIDType | Typ | Added EP161 | ||
| 2411 | RegulatoryLegRefID | LegRefID | This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. | Added EP181 Updated EP294 | |
| 2397 | RegulatoryTradeIDScope | Scope | Added EP181 |
| end Repeating Group |
| end Component |
| 570 | PreviouslyReported | PrevlyRpted | Added EP222 | ||
| 2524 | TradeReportingIndicator | TrdRptngInd | May be used to bilaterally inform counterparty of trade reporting status. | Added EP222 | |
| 1 | Account | Acct | Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary | Added FIX.2.7 | |
| 660 | AcctIDSource | AcctIDSrc | Added FIX.4.4 | ||
| 581 | AccountType | AcctTyp | Specifies type of account | Added FIX.4.3 | |
| 589 | DayBookingInst | DayBkngInst | Added FIX.4.3 | ||
| 590 | BookingUnit | BkngUnit | Added FIX.4.3 | ||
| 591 | PreallocMethod | PreallocMeth | Added FIX.4.3 | ||
| 70 | AllocID | AllocID | Added EP-1 |
| Component(-) | PreAllocGrp | PreAll | Pre-trade allocation instructions. | Added EP-1 |
| Repeating Group 78 | NoAllocs | Number of repeating groups for pre-trade allocation | Added FIX.4.4 |
| 79 | AllocAccount | Acct | Required if NoAllocs > 0. Must be first field in repeating group. | Added FIX.4.4 | |
| 661 | AllocAcctIDSource | ActIDSrc | Added FIX.4.4 | ||
| 736 | AllocSettlCurrency | AllocSettlCcy | Added FIX.4.4 | ||
| 2927 | AllocSettlCurrencyCodeSource | AllocSettlCcySrc | Added EP273 | ||
| 467 | IndividualAllocID | IndAllocID | Added FIX.4.4 | ||
| 2727 | AllocLegRefID | LegRefID | The field may not be used in NewOrderSingle(35=D), OrderCancelReplaceRequest(35=G), NewOrderList(35=E) or any other message where there are no legs. | Added EP234 |
| Component(-) | NestedParties | Pty | Insert here the set of Nested Parties(firm identification nestedwithin additional repeating group) fields defined in Common Components of Application Messages Used for NestedPartyRole=Clearing Firm | Added FIX.4.4 |
| Repeating Group 539 | NoNestedPartyIDs | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | Added FIX.4.3 |
| 524 | NestedPartyID | ID | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | Added FIX.4.3 | |
| 525 | NestedPartyIDSource | Src | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | Added FIX.4.3 | |
| 538 | NestedPartyRole | R | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | Added FIX.4.3 | |
| 2384 | NestedPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | NstdPtysSubGrp | Sub | Repeating group of NestedParty sub-identifiers. | Added FIX.4.4 |
| Repeating Group 804 | NoNestedPartySubIDs | Added FIX.4.4 |
| 545 | NestedPartySubID | ID | Added FIX.4.4 | ||
| 805 | NestedPartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 209 | AllocHandlInst | HandlInst | Added EP245 | ||
| 80 | AllocQty | Qty | Added FIX.4.4 | ||
| 1752 | CustodialLotID | CstdlLotID | Only used for specific lot trades. | Added EP127 | |
| 1753 | VersusPurchaseDate | VSPDt | Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. | Added EP127 | |
| 1754 | VersusPurchasePrice | VSPPx | Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. | Added EP127 | |
| 1755 | CurrentCostBasis | CurCostBasis | Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified | Added EP127 |
| end Repeating Group |
| end Component |
| 63 | SettlType | SettlTyp | Added FIX.2.7 | ||
| 64 | SettlDate | SettlDt | Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the value date. | Added FIX.2.7 Updated EP82 | |
| 574 | MatchType | MtchTyp | Added EP-1 | ||
| 1115 | OrderCategory | OrdCat | Added EP-1 | ||
| 544 | CashMargin | CshMgn | Added FIX.4.3 | ||
| 635 | ClearingFeeIndicator | ClrFeeInd | Added FIX.4.3 |
| Component(-) | Instrument | Instrmt | Y | Added FIX.4.3 Updated EP188 |
| 55 | Symbol | Sym | Common, human understoodrepresentation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use [N/A]for products which do not have a symbol. Required if the Instrument component is marked as required where the component is used. | Added FIX.4.3 Updated EP277 | |
| 65 | SymbolSfx | Sfx | Used in Fixed Income with a value of WIto indicate When Issuedfor a security to be reissued under an old CUSIP or ISIN or with a value of CDto indicate a EUCP with lump-sum interest rather than discount price. | Added FIX.4.3 | |
| 48 | SecurityID | ID | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | Added FIX.4.3 | |
| 22 | SecurityIDSource | Src | Conditionally required when SecurityID(48) is specified. | Added FIX.4.3 Updated EP161 |
| Component(-) | SecAltIDGrp | AID | Number of alternate Security Identifiers | Added FIX.4.4 |
| Repeating Group 454 | NoSecurityAltID | Added FIX.4.4 |
| 455 | SecurityAltID | AltID | Added FIX.4.4 | ||
| 456 | SecurityAltIDSource | AltIDSrc | Added FIX.4.4 | ||
| 2957 | SymbolPositionNumber | SymPosNum | Added EP273 |
| end Repeating Group |
| end Component |
| 460 | Product | Prod | Indicates the type of product the security is associated with (high-level category) | Added FIX.4.3 | |
| 1227 | ProductComplex | ProdCmplx | Identifies an entire suite of products for a given market. In Futures this may be interest rates, agricultural, equity indexes, etc | Added EP-1 | |
| 1151 | SecurityGroup | SecGrp | An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. | Added EP-1 | |
| 461 | CFICode | CFI | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. | Added FIX.4.3 | |
| 2891 | UPICode | UPI | Added EP266 | ||
| 167 | SecurityType | SecTyp | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) | Added FIX.4.3 | |
| 762 | SecuritySubType | SubTyp | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. | Added FIX.4.4 | |
| 200 | MaturityMonthYear | MMY | Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. | Added FIX.4.3 | |
| 541 | MaturityDate | MatDt | Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures) may use MaturityMonthYear(200) and/or this field. When using MaturityMonthYear(200), it is recommended that markets and sell sides report the MaturityDate(541) on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. | Added FIX.4.3 Updated EP271 | |
| 1079 | MaturityTime | MatTm | For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. | Added EP-1 Updated EP82 | |
| 2982 | MaturityFrequencyUnit | MatFreqUnit | Conditionally required when MaturityFrequencyPeriod(2983) is specified. | Added EP287 | |
| 2983 | MaturityFrequencyPeriod | MatFreqPeriod | Conditionally required when MaturityFrequencyUnit(2982) is specified and the value is not EOM (End of Month) or F (Flexible). | Added EP287 | |
| 966 | SettleOnOpenFlag | SettlOnOpenFlag | Indicator to determine if Instrument is Settle on Open. | Added EP-1 | |
| 1049 | InstrmtAssignmentMethod | AsgnMeth | Added EP-1 | ||
| 965 | SecurityStatus | Status | Gives the current state of the instrument | Added EP-1 | |
| 224 | CouponPaymentDate | CpnPmt | Date interest is to be paid. Used in identifying Corporate Bond issues. | Added FIX.4.3 | |
| 1449 | RestructuringType | RestrctTyp | Added EP83 | ||
| 1450 | Seniority | Snrty | Added EP83 | ||
| 1451 | NotionalPercentageOutstanding | NotlPctOut | Added EP83 | ||
| 1452 | OriginalNotionalPercentageOutstanding | OrigNotlPctOut | Added EP83 | ||
| 1457 | AttachmentPoint | AttchPnt | Added EP83 | ||
| 1458 | DetachmentPoint | DetchPnt | Added EP83 | ||
| 1739 | ObligationType | ObligTyp | Added EP119 | ||
| 2210 | AssetGroup | AssetGrp | Added EP192 | ||
| 1938 | AssetClass | AssetClss | Required if AssetSubClass(1939) is specified. | Added EP161 Updated EP235 | |
| 1939 | AssetSubClass | AssetSubClss | Required if AssetType(1940) is specified. | Added EP161 Updated EP235 | |
| 1940 | AssetType | AssetTyp | Required if AssetSubType(2735) is specified. | Added EP161 Updated EP235 | |
| 2735 | AssetSubType | AsstSubTyp | Added EP235 |
| Component(-) | SecondaryAssetGrp | ScndryAsset | Added EP161 |
| Repeating Group 1976 | NoSecondaryAssetClasses | Added EP161 |
| 1977 | SecondaryAssetClass | Clss | Required if NoSecondaryAssetClasses(1976) > 0. | Added EP161 | |
| 1978 | SecondaryAssetSubClass | SubClss | Required if SecondaryAssetType(1979) is specified. | Added EP161 Updated EP235 | |
| 1979 | SecondaryAssetType | Typ | Required if SecondaryAssetSubType(2741) is specified. | Added EP161 Updated EP235 | |
| 2741 | SecondaryAssetSubType | SubTyp | Added EP235 |
| end Repeating Group |
| end Component |
| Component(-) | AssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 2304 | NoAssetAttributes | Added EP169 |
| 2305 | AssetAttributeType | Typ | Required if NoAssetAttributes(2304) > 0. | Added EP169 | |
| 2306 | AssetAttributeValue | Val | Added EP169 | ||
| 2307 | AssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 1941 | SwapClass | SwapClss | Added EP161 | ||
| 1575 | SwapSubClass | SwapSubClss | Added EP169 | ||
| 1942 | NthToDefault | NthDflt | Conditionally required when MthToDefault(1943) is specified. | Added EP161 | |
| 1943 | MthToDefault | MthDflt | Added EP161 | ||
| 1944 | SettledEntityMatrixSource | SettldMtrxSrc | Added EP161 | ||
| 1945 | SettledEntityMatrixPublicationDate | SettldMtrxDt | Added EP161 | ||
| 1946 | CouponType | CpnTyp | Added EP161 | ||
| 1947 | TotalIssuedAmount | TotIssuedAmt | Added EP161 | ||
| 1948 | CouponFrequencyPeriod | CpnPeriod | Conditionally required when CouponFrequencyUnit(1949) is specified. | Added EP161 | |
| 1949 | CouponFrequencyUnit | CpnUnit | Conditionally required when CouponFrequencyPeriod(1948) is specified. | Added EP161 | |
| 1950 | CouponDayCount | CpnDayCnt | Added EP161 | ||
| 2879 | CouponOtherDayCount | CpnOtherDayCnt | Added EP254 | ||
| 1951 | ConvertibleBondEquityID | CnvrtBondEqtyID | Added EP161 | ||
| 1952 | ConvertibleBondEquityIDSource | CnvrtBondEqtyIDSrc | Conditionally required when ConvertibleBondEquityID(1951) is specified. | Added EP161 | |
| 1953 | ContractPriceRefMonth | PxRefMo | Added EP161 | ||
| 1954 | LienSeniority | LienSnrty | Added EP161 | ||
| 1955 | LoanFacility | LoanFclty | Added EP161 | ||
| 1956 | ReferenceEntityType | RefEntityTyp | Added EP161 | ||
| 1957 | IndexSeries | NdxSeries | Added EP161 | ||
| 1958 | IndexAnnexVersion | NdxAnxVer | Added EP161 | ||
| 1959 | IndexAnnexDate | NdxAnxDt | Added EP161 | ||
| 1960 | IndexAnnexSource | NdxAnxSrc | Added EP161 | ||
| 1577 | SettlRateIndex | SettlNdx | Added EP169 | ||
| 1580 | SettlRateIndexLocation | SettlNdxLctn | Added EP169 | ||
| 1581 | OptionExpirationDesc | ExpDesc | Added EP169 | ||
| 1678 | EncodedOptionExpirationDescLen | EncExpDescLen | Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it. | Added EP169 | |
| 1697 | EncodedOptionExpirationDesc | EncExpDesc | Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 225 | IssueDate | Issued | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | Added FIX.4.3 | |
| 239 | RepoCollateralSecurityType | RepoCollSecTyp | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 226 | RepurchaseTerm | RepoTrm | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 227 | RepurchaseRate | RepoRt | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 228 | Factor | Fctr | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | Added FIX.4.3 | |
| 255 | CreditRating | CrdRtg | Added FIX.4.3 | ||
| 543 | InstrRegistry | Rgstry | The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. | Added FIX.4.3 | |
| 470 | CountryOfIssue | IssuCtry | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. | Added FIX.4.3 | |
| 471 | StateOrProvinceOfIssue | StPrv | A two-character state or province abbreviation. | Added FIX.4.3 | |
| 472 | LocaleOfIssue | Lcl | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | Added FIX.4.3 | |
| 240 | RedemptionDate | Redeem | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 202 | StrikePrice | StrkPx | Used for derivatives, such as options and covered warrants | Added FIX.4.3 | |
| 2578 | OrigStrikePrice | OrigStrkPx | Added EP195 | ||
| 2577 | StrikePricePrecision | StrkPxPrcsn | Added EP195 | ||
| 947 | StrikeCurrency | StrkCcy | Used for derivatives | Added FIX.4.4 | |
| 2904 | StrikeCurrencyCodeSource | StrkCcySrc | Added EP273 | ||
| 967 | StrikeMultiplier | StrkMult | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. | Added EP-1 | |
| 968 | StrikeValue | StrkValu | Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. | Added EP-1 | |
| 1698 | StrikeUnitOfMeasure | StrkUOM | Added EP169 | ||
| 1866 | StrikeIndex | StrkNdx | Added EP169 | ||
| 2600 | StrikeIndexCurvePoint | StrkNdxPnt | Added EP208 | ||
| 2001 | StrikeIndexSpread | StrkSpread | Added EP169 | ||
| 2601 | StrikeIndexQuote | StrkNdxQte | Added EP208 | ||
| 1478 | StrikePriceDeterminationMethod | StrkPxDtrmnMeth | Added EP92 | ||
| 1479 | StrikePriceBoundaryMethod | StrkPxBndryMeth | When specified, PutOrCall(201), StrikePrice(202), and StrikePriceBoundaryPrecision(1480) must also be specified. | Added EP92 Updated EP224 | |
| 1480 | StrikePriceBoundaryPrecision | StrkPxBndryPrcsn | Added EP92 | ||
| 1481 | UnderlyingPriceDeterminationMethod | PxDtrmnMeth | Added EP92 | ||
| 206 | OptAttribute | OptAt | Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. | Added FIX.4.3 | |
| 231 | ContractMultiplier | Mult | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the nominal(e.g. contracts vs. shares) amount. | Added FIX.4.3 | |
| 1435 | ContractMultiplierUnit | MultTyp | Added EP80 Updated EP179 | ||
| 2353 | TradingUnitPeriodMultiplier | TrdgUnitPeriodMult | Added EP179 | ||
| 1439 | FlowScheduleType | FlowSchedTyp | Added EP80 Updated EP179 | ||
| 969 | MinPriceIncrement | MinPxIncr | Minimum price increment for the instrument. Could also be used to represent tick value. | Added EP-1 | |
| 1146 | MinPriceIncrementAmount | MinPxIncrAmt | Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] | Added EP-1 | |
| 996 | UnitOfMeasure | UOM | Added EP-1 Updated EP271 | ||
| 1147 | UnitOfMeasureQty | UOMQty | Added EP-1 | ||
| 1716 | UnitOfMeasureCurrency | UOMCcy | Added EP122 | ||
| 2905 | UnitOfMeasureCurrencyCodeSource | UOMCcySrc | Added EP273 | ||
| 1191 | PriceUnitOfMeasure | PxUOM | Added EP-1 | ||
| 1192 | PriceUnitOfMeasureQty | PxUOMQty | Added EP-1 | ||
| 1717 | PriceUnitOfMeasureCurrency | PxUOMCcy | Added EP122 | ||
| 2906 | PriceUnitOfMeasureCurrencyCodeSource | PxUOMCcySrc | Added EP273 | ||
| 1193 | SettlMethod | SettlMeth | Conditionally required if SettlSubMethod(2579) is specified. | Added EP-1 Updated EP195 | |
| 2579 | SettlSubMethod | SettlSubMeth | Added EP195 | ||
| 1194 | ExerciseStyle | ExerStyle | Type of exercise of a derivatives security | Added EP-1 | |
| 1482 | OptPayoutType | OptPayoutTyp | Added EP92 | ||
| 1195 | OptPayoutAmount | OptPayAmt | Conditionally required if OptPayoutType(1482) = 3 (Binary). | Added EP-1 Updated EP169 | |
| 2753 | ReturnTrigger | RtnTrgr | Added EP238 | ||
| 1196 | PriceQuoteMethod | PxQteMeth | Method for price quotation | Added EP-1 | |
| 1197 | ValuationMethod | ValMeth | Indicates type of valuation method used. | Added EP-1 Updated EP83 | |
| 2002 | ValuationSource | ValSrc | Added EP169 | ||
| 2140 | ValuationReferenceModel | ValRefModel | Added EP169 | ||
| 1524 | PriceQuoteCurrency | PxQteCcy | Added EP107 | ||
| 2907 | PriceQuoteCurrencyCodeSource | PxQteCcySrc | Added EP273 | ||
| 1198 | ListMethod | ListMeth | Indicates whether the instruments are pre-listed only or can also be defined via user request | Added EP-1 | |
| 1199 | CapPrice | CapPx | Used to express the ceiling price of a capped call | Added EP-1 | |
| 1200 | FloorPrice | FlrPx | Used to express the floor price of a capped put | Added EP-1 | |
| 201 | PutOrCall | PutCall | Used to express option right | Added FIX.4.4 | |
| 2681 | InTheMoneyCondition | ITMCond | Used to express in-the-moneyness behavior in general terms for the option without the use of StrikePrice(202) and PutOrCall(201). | Added EP224 | |
| 2685 | ContraryInstructionEligibilityIndicator | CntraryInstEligInd | Added EP224 | ||
| 1244 | FlexibleIndicator | FlexInd | Used to indicate if a security has been defined as flexible according to non-standardmeans. Analog to CFICode Standard/Non-standard indicator | Added EP-1 | |
| 1242 | FlexProductEligibilityIndicator | FlexProdElig | Used to indicate if a product or group of product supports the creation of flexible securities | Added EP-1 | |
| 2575 | BlockTradeEligibilityIndicator | BlckTrdEligInd | Added EP195 | ||
| 2574 | LowExercisePriceOptionIndicator | LowExerPxOptInd | Added EP195 | ||
| 997 | TimeUnit | TmUnit | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | Added EP-1 | |
| 223 | CouponRate | CpnRt | For Fixed Income. | Added FIX.4.3 | |
| 207 | SecurityExchange | Exch | Can be used to identify the security. | Added FIX.4.3 | |
| 970 | PositionLimit | PosLmt | Position Limit for the instrument. | Added EP-1 | |
| 971 | NTPositionLimit | NTPosLmt | Near-term Position Limit for the instrument. | Added EP-1 | |
| 106 | Issuer | Issr | Added FIX.4.3 | ||
| 348 | EncodedIssuerLen | EncIssrLen | Must be set if EncodedIssuer(349) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 349 | EncodedIssuer | EncIssr | Encoded (non-ASCII characters) representation of the Issuer(106) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 | |
| 2737 | FinancialInstrumentShortName | ShrtName | Added EP235 | ||
| 2714 | FinancialInstrumentFullName | FullName | Added EP232 | ||
| 2715 | EncodedFinancialInstrumentFullNameLen | EncFullNameLen | Must be set if EncodedFinancialInstrumentFullName(2716) field is specified and must immediately precede it. | Added EP232 | |
| 2716 | EncodedFinancialInstrumentFullName | EncFullName | Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field. | Added EP232 | |
| 107 | SecurityDesc | Desc | Added FIX.4.3 | ||
| 350 | EncodedSecurityDescLen | EncSecDescLen | Must be set if EncodedSecurityDesc(351) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 351 | EncodedSecurityDesc | EncSecDesc | Encoded (non-ASCII characters) representation of the SecurityDesc(107) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 |
| Component(-) | SecurityXML | SecXML | Embedded XML document describing the instrument. | Added EP-1 Updated EP145 |
| 1184 | SecurityXMLLen | SecXMLLen | Must be provided if SecurityXML(1185) field is specified and must immediately precede it. | Added EP-1 Updated EP145 | |
| 1185 | SecurityXML | SecXML | Added EP-1 Updated EP145 | ||
| 1186 | SecurityXMLSchema | Schema | Added EP-1 Updated EP145 |
| end Component |
| 691 | Pool | Pool | Identifies MBS / ABS pool | Added FIX.4.4 | |
| 667 | ContractSettlMonth | CSetMo | Must be present for MBS/TBA | Added FIX.4.4 | |
| 875 | CPProgram | CPPgm | The program under which a commercial paper is issued | Added FIX.4.4 | |
| 876 | CPRegType | CPRegT | The registration type of a commercial paper issuance | Added FIX.4.4 |
| Component(-) | EvntGrp | Evnt | Number of repeating EventType group entries. | Added FIX.4.4 |
| Repeating Group 864 | NoEvents | Added FIX.4.4 |
| 865 | EventType | EventTyp | Required if NoEvents(864) > 0. | Added FIX.4.4 Updated EP161 | |
| 866 | EventDate | Dt | Conditionally required when EventTime(1145) is specified. | Added FIX.4.4 Updated EP161 | |
| 1145 | EventTime | Tm | Added EP-1 Updated EP132 | ||
| 1827 | EventTimeUnit | TmUnit | Conditionally required when EventTimePeriod(1826) is specified. | Added EP132 Updated EP161 | |
| 1826 | EventTimePeriod | TmPeriod | Conditionally required when EventTimeUnit(1827) is specified. | Added EP132 Updated EP161 | |
| 2340 | EventMonthYear | MoYr | Added EP161 | ||
| 867 | EventPx | Px | Added FIX.4.4 | ||
| 868 | EventText | Txt | Added FIX.4.4 Updated EP161 | ||
| 1578 | EncodedEventTextLen | EncTxtLen | Must be set if EncodedEventText(1579) field is specified and must immediately precede it. | Added EP161 | |
| 1579 | EncodedEventText | EncTxt | Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| 873 | DatedDate | Dated | If different from IssueDate | Added FIX.4.4 | |
| 874 | InterestAccrualDate | IntAcrl | If different from IssueDate and DatedDate | Added FIX.4.4 |
| Component(-) | InstrumentParties | Pty | Used to identify the parties related to a specific instrument. | Added EP-1 Updated EP195 |
| Repeating Group 1018 | NoInstrumentParties | Repeating group below should contain unique combinations of InstrumentPartyID(1019), InstrumentPartyIDSource(1050) and InstrumentPartyRole(1051). | Added EP-1 Updated EP169 |
| 1019 | InstrumentPartyID | ID | Required if NoInstrumentParties(1018) > 0. Identification of the party. | Added EP-1 Updated EP204 | |
| 1050 | InstrumentPartyIDSource | Src | Required if NoInstrumentParties(1018) > 0. Used to identify classification source. | Added EP-1 Updated EP204 | |
| 1051 | InstrumentPartyRole | R | Required if NoInstrumentParties(1018) > 0. Identifies the type of InstrumentPartyID(1019). | Added EP-1 Updated EP204 | |
| 2378 | InstrumentPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | InstrumentPtysSubGrp | Sub | Repeating group of party sub-identifiers. | Added EP-1 Updated EP169 |
| Repeating Group 1052 | NoInstrumentPartySubIDs | Added EP-1 |
| 1053 | InstrumentPartySubID | ID | Added EP-1 | ||
| 1054 | InstrumentPartySubIDType | Typ | Added EP-1 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1687 | ShortSaleRestriction | ShrtRstctn | Added EP120 |
| Component(-) | ComplexEvents | CmplxEvnt | Added EP92 |
| Repeating Group 1483 | NoComplexEvents | Added EP92 Updated EP169 |
| 1484 | ComplexEventType | Typ | Required if NoComplexEvents(1483) > 0. | Added EP92 Updated EP169 | |
| 2117 | ComplexOptPayoutPaySide | OptPay | Added EP169 | ||
| 2118 | ComplexOptPayoutReceiveSide | OptRcv | Added EP169 | ||
| 2119 | ComplexOptPayoutUnderlier | OptUndlr | Added EP169 | ||
| 1485 | ComplexOptPayoutAmount | OptPayAmt | Added EP92 | ||
| 2120 | ComplexOptPayoutPercentage | OptPctage | Added EP169 | ||
| 2121 | ComplexOptPayoutTime | OptTm | Added EP169 | ||
| 2122 | ComplexOptPayoutCurrency | OptCcy | Added EP169 | ||
| 2941 | ComplexOptPayoutCurrencyCodeSource | OptCcySrc | Added EP273 | ||
| 1486 | ComplexEventPrice | Px | Added EP92 | ||
| 2123 | ComplexEventPricePercentage | PxPctage | Added EP169 | ||
| 1487 | ComplexEventPriceBoundaryMethod | PxBndryMeth | Added EP92 | ||
| 1488 | ComplexEventPriceBoundaryPrecision | PxBndryPrcsn | Added EP92 | ||
| 1489 | ComplexEventPriceTimeType | PxTmTyp | Added EP92 | ||
| 1490 | ComplexEventCondition | Cond | Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event. | Added EP92 Updated EP169 |
| Component(-) | ComplexEventDates | EvntDts | Added EP92 Updated EP169 |
| Repeating Group 1491 | NoComplexEventDates | Added EP92 Updated EP169 |
| 1492 | ComplexEventStartDate | StartDt | Required if NoComplexEventDates(1491) > 0. | Added EP92 | |
| 1493 | ComplexEventEndDate | EndDt | Required if NoComplexEventDates(1491) > 0. | Added EP92 |
| Component(-) | ComplexEventTimes | EvntTms | Added EP92 |
| Repeating Group 1494 | NoComplexEventTimes | Added EP92 |
| 1495 | ComplexEventStartTime | StartTm | Required if NoComplexEventTimes(1494) > 0. | Added EP92 | |
| 1496 | ComplexEventEndTime | EndTm | Required if NoComplexEventTimes(1494) > 0. | Added EP92 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2124 | ComplexEventCurrencyOne | Ccy1 | Added EP169 | ||
| 2942 | ComplexEventCurrencyOneCodeSource | Ccy1Src | Added EP273 | ||
| 2125 | ComplexEventCurrencyTwo | Ccy2 | Added EP169 | ||
| 2943 | ComplexEventCurrencyTwoCodeSource | Ccy2Src | Added EP273 | ||
| 2126 | ComplexEventQuoteBasis | QteBasis | Added EP169 | ||
| 2127 | ComplexEventFixedFXRate | Rt | Added EP169 | ||
| 2407 | ComplexEventSpotRate | SpotRt | Added EP187 | ||
| 2408 | ComplexEventForwardPoints | FwdPnts | Added EP187 | ||
| 2128 | ComplexEventDeterminationMethod | Meth | Added EP169 | ||
| 2129 | ComplexEventCalculationAgent | CalcAgent | Added EP169 | ||
| 2130 | ComplexEventStrikePrice | StrkPx | Added EP169 | ||
| 2131 | ComplexEventStrikeFactor | StrkFctr | Added EP169 | ||
| 2132 | ComplexEventStrikeNumberOfOptions | StrkNum | Added EP169 |
| Component(-) | ComplexEventRateSourceGrp | RtSrc | Added EP169 |
| Repeating Group 41013 | NoComplexEventRateSources | Added EP169 |
| 41014 | ComplexEventRateSource | RtSrc | Required if NoComplexEventRateSources(41013) > 0. | Added EP169 | |
| 41015 | ComplexEventRateSourceType | RtSrcTyp | Required if NoComplexEventRateSources(41013) > 0. | Added EP169 | |
| 41016 | ComplexEventReferencePage | RefPg | Conditionally required when ComplexEventRateSource(41014) = 99 (Other). | Added EP169 | |
| 41017 | ComplexEventReferencePageHeading | RefHdng | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventRelativeDate | ReltvDt | Added EP169 |
| 41020 | ComplexEventDateUnadjusted | DtUnadj | Added EP169 | ||
| 41021 | ComplexEventDateRelativeTo | Reltv | Added EP169 | ||
| 41022 | ComplexEventDateOffsetPeriod | OfstPeriod | Conditionally required when ComplexEventDateOffsetUnit(41023) is specified. | Added EP169 | |
| 41023 | ComplexEventDateOffsetUnit | OfstUnit | Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified. | Added EP169 | |
| 41024 | ComplexEventDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41025 | ComplexEventDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. | Added EP169 |
| Component(-) | ComplexEventDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. | Added EP169 |
| Repeating Group 41018 | NoComplexEventDateBusinessCenters | Added EP169 |
| 41019 | ComplexEventDateBusinessCenter | Ctr | Required if NoComplexEventDateBuisinessCenters(41018) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41026 | ComplexEventDateAdjusted | Dt | Added EP169 | ||
| 41027 | ComplexEventFixingTime | FixngTm | Added EP169 | ||
| 41028 | ComplexEventFixingTimeBusinessCenter | FixngBizCtr | Added EP169 |
| end Component |
| Component(-) | ComplexEventPeriodGrp | Period | Added EP169 |
| Repeating Group 41010 | NoComplexEventPeriods | Added EP169 |
| 41011 | ComplexEventPeriodType | Typ | Required if NoComplexEventPeriods(41010) > 0. | Added EP169 | |
| 41012 | ComplexEventBusinessCenter | BizCtr | Added EP169 |
| Component(-) | ComplexEventScheduleGrp | Sched | Added EP169 |
| Repeating Group 41031 | NoComplexEventSchedules | Added EP169 |
| 41032 | ComplexEventScheduleStartDate | StartDt | Required if NoComplexEventSchedules(41031) > 0. | Added EP169 | |
| 41033 | ComplexEventScheduleEndDate | EndDt | Added EP169 | ||
| 41034 | ComplexEventScheduleFrequencyPeriod | FreqPeriod | Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified. | Added EP169 | |
| 41035 | ComplexEventScheduleFrequencyUnit | FreqUnit | Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified. | Added EP169 | |
| 41036 | ComplexEventScheduleRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventPeriodDateGrp | Dt | Added EP169 |
| Repeating Group 41007 | NoComplexEventPeriodDateTimes | Added EP169 |
| 41008 | ComplexEventPeriodDate | Dt | Required if NoComplexEventPeriodDateTimes(41007) > 0. | Added EP169 | |
| 41009 | ComplexEventPeriodTime | Tm | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventAveragingObservationGrp | AvgngObsvtn | Added EP169 |
| Repeating Group 40994 | NoComplexEventAveragingObservations | Added EP169 |
| 40995 | ComplexEventAveragingObservationNumber | ObsvtnNum | Required if NoComplexEventAveragingObservations(40994) > 0. | Added EP169 | |
| 40996 | ComplexEventAveragingWeight | Wt | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2133 | ComplexEventCreditEventsXIDRef | CdtEvntXIDRef | Added EP169 | ||
| 2134 | ComplexEventCreditEventNotifyingParty | NotifygPty | Added EP169 | ||
| 2135 | ComplexEventCreditEventBusinessCenter | BizCtr | Added EP169 | ||
| 2136 | ComplexEventCreditEventStandardSources | StdSrcs | Added EP169 | ||
| 2137 | ComplexEventCreditEventMinimumSources | MinSrcs | Added EP169 |
| Component(-) | ComplexEventCreditEventSourceGrp | EvntSrc | Added EP169 |
| Repeating Group 41029 | NoComplexEventCreditEventSources | Added EP169 |
| 41030 | ComplexEventCreditEventSource | Src | Required if NoComplexEventCreditEventSources(41029) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventCreditEventGrp | CrdEvnt | Added EP169 |
| Repeating Group 40997 | NoComplexEventCreditEvents | Added EP169 |
| 40998 | ComplexEventCreditEventType | Typ | Required if NoComplexEventCreditEvents(40996) > 0. | Added EP169 | |
| 40999 | ComplexEventCreditEventValue | Val | Added EP169 | ||
| 41000 | ComplexEventCreditEventCurrency | Ccy | Added EP169 | ||
| 41001 | ComplexEventCreditEventPeriod | Period | Conditionally required when ComplexEventCreditEventUnit(41002) is specified. | Added EP169 | |
| 41002 | ComplexEventCreditEventUnit | Unit | Conditionally required when ComplexEventCreditEventPeriod(41001) is specified. | Added EP169 | |
| 41003 | ComplexEventCreditEventDayType | DayTyp | Added EP169 | ||
| 41004 | ComplexEventCreditEventRateSource | RtSrc | Added EP169 |
| Component(-) | ComplexEventCreditEventQualifierGrp | EvntQual | Added EP169 |
| Repeating Group 41005 | NoComplexEventCreditEventQualifiers | Added EP169 |
| 41006 | ComplexEventCreditEventQualifier | Qual | Required if NoComplexEventCreditEventQualifiers(41005) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2597 | ComplexEventFuturesPriceValuation | FutPxVal | Added EP208 | ||
| 2598 | ComplexEventOptionsPriceValuation | OptPxVal | Added EP208 | ||
| 2599 | ComplexEventPVFinalPriceElectionFallback | PVPxFallbck | Added EP208 | ||
| 2138 | ComplexEventXID | XID | Added EP169 | ||
| 2139 | ComplexEventXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 1787 | RefTickTableID | RefTickTblID | Spread table code referred by the security or symbol. | Added EP130 | |
| 2141 | StrategyType | StrtTyp | Added EP169 | ||
| 2142 | CommonPricingIndicator | CmnPxng | Added EP169 | ||
| 2143 | SettlDisruptionProvision | SettlDsrptnProv | Added EP169 | ||
| 2752 | DeliveryRouteOrCharter | RteChrtr | Added EP238 | ||
| 2144 | InstrumentRoundingDirection | RndDirctn | Added EP169 | ||
| 2145 | InstrumentRoundingPrecision | RndPrcsn | Added EP169 | ||
| 2576 | InstrumentPricePrecision | PxPrcsn | Added EP195 | ||
| 2962 | SecurityReferenceDataSupplement | SecRefDataSupplmnt | Added EP276 |
| Component(-) | DateAdjustment | DtAdjmt | Added EP161 |
| 40921 | BusinessDayConvention | BizDayCnvtn | Added EP161 |
| Component(-) | BusinessCenterGrp | BizCtr | Added EP161 |
| Repeating Group 40278 | NoBusinessCenters | Added EP161 |
| 40471 | BusinessCenter | Ctr | Required if NoBusinessCenters(40278) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40922 | DateRollConvention | Roll | Added EP161 |
| end Component |
| Component(-) | PricingDateTime | PxngDtTm | Added EP169 |
| 41232 | PricingDateUnadjusted | DtUnadj | Added EP169 | ||
| 41233 | PricingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. | Added EP169 |
| Component(-) | PricingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. | Added EP169 |
| Repeating Group 41230 | NoPricingDateBusinessCenters | Added EP169 |
| 41231 | PricingDateBusinessCenter | Ctr | Required if NoPricingDateBusinessCenters(41230) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41234 | PricingDateAdjusted | Dt | Added EP169 | ||
| 41235 | PricingTime | Tm | Added EP169 | ||
| 41236 | PricingTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | MarketDisruption | MktDsrptn | Added EP169 |
| 41087 | MarketDisruptionProvision | Prov | Added EP169 |
| Component(-) | MarketDisruptionEventGrp | Evnt | Added EP169 |
| Repeating Group 41092 | NoMarketDisruptionEvents | Added EP169 |
| 41093 | MarketDisruptionEvent | Evnt | Required if NoMarketDisruptionEvents(41092) > 0. | Added EP169 | |
| 40991 | MarketDisruptionValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| 41088 | MarketDisruptionFallbackProvision | FallbckProv | Added EP169 |
| Component(-) | MarketDisruptionFallbackGrp | Fallbck | Added EP169 |
| Repeating Group 41094 | NoMarketDisruptionFallbacks | Added EP169 |
| 41095 | MarketDisruptionFallbackType | Typ | Required if NoMarketDisruptionFallbacks(41094) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. | Added EP169 | |
| 40992 | MarketDisruptionFallbackValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | MarketDisruptionFallbackReferencePriceGrp | FallbckRefPx | Added EP169 |
| Repeating Group 41096 | NoMarketDisruptionFallbackReferencePrices | Added EP169 |
| 41097 | MarketDisruptionFallbackUnderlierType | Typ | Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0. | Added EP169 | |
| 41098 | MarketDisruptionFallbackUnderlierSecurityID | ID | Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified. | Added EP169 | |
| 41099 | MarketDisruptionFallbackUnderlierSecurityIDSource | Src | Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified. | Added EP169 | |
| 41100 | MarketDisruptionFallbackUnderlierSecurityDesc | Desc | Added EP169 | ||
| 41101 | EncodedMarketDisruptionFallbackUnderlierSecurityDescLen | EncDescLen | Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it | Added EP169 | |
| 41102 | EncodedMarketDisruptionFallbackUnderlierSecurityDesc | EncDesc | Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41103 | MarketDisruptionFallbackOpenUnits | OpnUnits | Added EP169 | ||
| 41104 | MarketDisruptionFallbackBasketCurrency | Ccy | Added EP169 | ||
| 41105 | MarketDisruptionFallbackBasketDivisor | Dvsr | Added EP169 |
| end Repeating Group |
| end Component |
| 41089 | MarketDisruptionMaximumDays | MaxDays | Added EP169 | ||
| 41090 | MarketDisruptionMaterialityPercentage | MtrltyPctage | If specified, the disruption event should be specified in MarketDisruptionEventGrp. | Added EP169 | |
| 41091 | MarketDisruptionMinimumFuturesContracts | MinCtrcts | Applicable only when MarketDisruptionEvent(41093)='DeMinimisTrading'. | Added EP169 |
| end Component |
| Component(-) | OptionExercise | OptExer | Added EP169 |
| 41106 | ExerciseDesc | Desc | Added EP169 | ||
| 41107 | EncodedExerciseDescLen | EncDescLen | Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it. | Added EP169 | |
| 41108 | EncodedExerciseDesc | EncDesc | Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41109 | AutomaticExerciseIndicator | AutoExerInd | Added EP169 | ||
| 41110 | AutomaticExerciseThresholdRate | AutoRt | Added EP169 | ||
| 41111 | ExerciseConfirmationMethod | ExerCnfm | Added EP169 | ||
| 41112 | ManualNoticeBusinessCenter | ManNtcBizCtr | Added EP169 | ||
| 41113 | FallbackExerciseIndicator | FallbckExerInd | Added EP169 | ||
| 41114 | LimitedRightToConfirmIndicator | LtdRightCnfmInd | Added EP169 | ||
| 41115 | ExerciseSplitTicketIndicator | ExerSplitTktInd | Added EP169 | ||
| 42590 | SettlMethodElectingPartySide | SettlMethElctngSide | Added EP208 |
| Component(-) | SettlMethodElectionDate | SettlMethDt | Added EP208 |
| 42777 | SettlMethodElectionDateUnadjusted | DtUnadj | Added EP208 | ||
| 42778 | SettlMethodElectionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise. | Added EP208 |
| Component(-) | SettlMethodElectionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise. | Added EP208 |
| Repeating Group 42775 | NoSettlMethodElectionDateBusinessCenters | Added EP208 |
| 42776 | SettlMethodElectionDateBusinessCenter | Ctr | Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42779 | SettlMethodElectionDateRelativeTo | Reltv | Added EP208 | ||
| 42780 | SettlMethodElectionDateOffsetPeriod | OfstPeriod | Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified. | Added EP208 | |
| 42781 | SettlMethodElectionDateOffsetUnit | OfstUnit | Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified. | Added EP208 | |
| 42782 | SettlMethodElectionDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42783 | SettlMethodElectionDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | OptionExerciseDates | Dts | Added EP169 |
| 41118 | OptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates. | Added EP169 |
| Component(-) | OptionExerciseBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates. | Added EP169 |
| Repeating Group 41116 | NoOptionExerciseBusinessCenters | Added EP169 |
| 41117 | OptionExerciseBusinessCenter | Ctr | Required if NoOptionExerciseBusinessCenters(41116) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | OptionExerciseDateGrp | Dt | Added EP169 |
| Repeating Group 41137 | NoOptionExerciseDates | Added EP169 |
| 41138 | OptionExerciseDate | Dt | Required if NoOptionExerciseDates(41137) > 0. | Added EP169 | |
| 41139 | OptionExerciseDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 41119 | OptionExerciseEarliestDateOffsetDayType | ErlstOfstDayTyp | Added EP169 | ||
| 41120 | OptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified. | Added EP169 | |
| 41121 | OptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified. | Added EP169 | |
| 41122 | OptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when OptionExerciseFrequencyUnit(41123) is specified. | Added EP169 | |
| 41123 | OptionExerciseFrequencyUnit | FreqUnit | Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified. | Added EP169 | |
| 41124 | OptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP169 | ||
| 41125 | OptionExerciseStartDateRelativeTo | StartDtReltv | Added EP169 | ||
| 41126 | OptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified. | Added EP169 | |
| 41127 | OptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified. | Added EP169 | |
| 41128 | OptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP169 | ||
| 41129 | OptionExerciseStartDateAdjusted | StartDt | Added EP169 | ||
| 41130 | OptionExerciseSkip | Skip | Added EP169 | ||
| 41131 | OptionExerciseNominationDeadline | NomntnDdln | Added EP169 | ||
| 41132 | OptionExerciseFirstDateUnadjusted | FirstDtUnadj | Added EP169 | ||
| 41133 | OptionExerciseLastDateUnadjusted | LastDtUnadj | Added EP169 | ||
| 41134 | OptionExerciseEarliestTime | ErlstTm | Added EP169 | ||
| 41135 | OptionExerciseLatestTime | LtstTm | Added EP169 | ||
| 41136 | OptionExerciseTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | OptionExerciseExpiration | Exp | Added EP169 |
| 41142 | OptionExerciseExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates. | Added EP169 |
| Component(-) | OptionExerciseExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates. | Added EP169 |
| Repeating Group 41140 | NoOptionExerciseExpirationDateBusinessCenters | Added EP169 |
| 41141 | OptionExerciseExpirationDateBusinessCenter | Ctr | Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | OptionExerciseExpirationDateGrp | Dt | Added EP169 |
| Repeating Group 41152 | NoOptionExerciseExpirationDates | Added EP169 |
| 41153 | OptionExerciseExpirationDate | Dt | Required if NoOptionExpirationDates(41152) > 0. | Added EP169 | |
| 41154 | OptionExerciseExpirationDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 41143 | OptionExerciseExpirationDateRelativeTo | Reltv | Added EP169 | ||
| 41144 | OptionExerciseExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified. | Added EP169 | |
| 41145 | OptionExerciseExpirationDateOffsetUnit | OfstUnit | Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified. | Added EP169 | |
| 41146 | OptionExerciseExpirationFrequencyPeriod | FreqPeriod | Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified. | Added EP169 | |
| 41147 | OptionExerciseExpirationFrequencyUnit | FreqUnit | Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified. | Added EP169 | |
| 41148 | OptionExerciseExpirationRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times. | Added EP169 | |
| 41149 | OptionExerciseExpirationDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41150 | OptionExerciseExpirationTime | Tm | Added EP169 | ||
| 41151 | OptionExerciseExpirationTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | OptionExerciseMakeWholeProvision | MakeWhole | Added EP208 |
| 42591 | MakeWholeDate | Dt | Added EP208 | ||
| 42592 | MakeWholeAmount | Amt | Added EP208 | ||
| 42593 | MakeWholeBenchmarkCurveName | Name | Added EP208 | ||
| 42594 | MakeWholeBenchmarkCurvePoint | Point | Added EP208 | ||
| 42595 | MakeWholeRecallSpread | Spread | Added EP208 | ||
| 42596 | MakeWholeBenchmarkQuote | Qte | Added EP208 | ||
| 42597 | MakeWholeInterpolationMethod | IntrpltnMeth | Added EP208 |
| end Component |
| end Component |
| Component(-) | StreamGrp | Strm | Added EP161 |
| Repeating Group 40049 | NoStreams | Added EP161 |
| 40050 | StreamType | Typ | Required if NoStreams(40049) > 0. | Added EP161 | |
| 41303 | StreamXID | XID | Added EP169 | ||
| 40051 | StreamDesc | Desc | Added EP161 | ||
| 42784 | StreamVersion | Ver | Added EP208 | ||
| 42785 | StreamVersionEffectiveDate | VerEfctvDt | Added EP208 | ||
| 40052 | StreamPaySide | PaySide | Added EP161 | ||
| 40053 | StreamReceiveSide | RcvSide | Added EP161 | ||
| 41305 | StreamNotionalXIDRef | NotlXIDRef | Added EP169 | ||
| 40054 | StreamNotional | Notl | Added EP161 | ||
| 40055 | StreamCurrency | Ccy | Added EP161 | ||
| 42786 | StreamNotionalDeterminationMethod | NotlDtrmnMeth | Added EP208 | ||
| 42787 | StreamNotionalAdjustments | NotlAdjmts | Added EP208 | ||
| 41306 | StreamNotionalFrequencyPeriod | NotlPeriod | Conditionally required when StreamNotionalFrequencyUnit(41307) is specified. | Added EP169 | |
| 41307 | StreamNotionalFrequencyUnit | NotlUnit | Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified. | Added EP169 | |
| 41308 | StreamNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41309 | StreamNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41310 | StreamTotalNotional | TotNotl | Added EP169 | ||
| 41311 | StreamTotalNotionalUnitOfMeasure | TotNotlUOM | Added EP169 |
| Component(-) | StreamCommodity | Cmdty | Added EP169 |
| 41251 | StreamCommodityBase | Base | Added EP169 | ||
| 41252 | StreamCommodityType | CmdtyTyp | Added EP169 | ||
| 41253 | StreamCommoditySecurityID | ID | Conditionally required when StreamCommoditySecurityIDSource(41254) is specified. | Added EP169 | |
| 41254 | StreamCommoditySecurityIDSource | Src | Conditionally required when StreamCommoditySecurityID(41253) is specified. | Added EP169 |
| Component(-) | StreamCommodityAltIDGrp | AID | Added EP169 |
| Repeating Group 41277 | NoStreamCommodityAltIDs | Added EP169 |
| 41278 | StreamCommodityAltID | AltID | Required if NoStreamCommodityAltIDs(41277) > 0. | Added EP169 | |
| 41279 | StreamCommodityAltIDSource | AltIDSrc | Required if NoStreamCommodityAltIDs(41277) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41255 | StreamCommodityDesc | Desc | Added EP169 | ||
| 41256 | EncodedStreamCommodityDescLen | EncDescLen | Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it. | Added EP169 | |
| 41257 | EncodedStreamCommodityDesc | EncDesc | Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 42587 | StreamCommodityDeliveryPricingRegion | DlvryPxngRgn | May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). | Added EP193 |
| Component(-) | StreamAssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 41237 | NoStreamAssetAttributes | Added EP169 |
| 41238 | StreamAssetAttributeType | Typ | Required if NoStreamAssetAttributes(41237) > 0. | Added EP169 | |
| 41239 | StreamAssetAttributeValue | Val | Added EP169 | ||
| 41240 | StreamAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 41258 | StreamCommodityUnitOfMeasure | UOM | Added EP169 | ||
| 41259 | StreamCommodityCurrency | Ccy | Added EP169 | ||
| 41260 | StreamCommodityExchange | Exch | Added EP169 | ||
| 41261 | StreamCommodityRateSource | RtSrc | Added EP169 | ||
| 41262 | StreamCommodityRateReferencePage | RefPg | Added EP169 | ||
| 41263 | StreamCommodityRateReferencePageHeading | RefHdng | Added EP169 | ||
| 41264 | StreamDataProvider | DataPrvdr | Added EP169 |
| Component(-) | StreamCommodityDataSourceGrp | DataSrc | Added EP169 |
| Repeating Group 41280 | NoStreamCommodityDataSources | Added EP169 |
| 41281 | StreamCommodityDataSourceID | ID | Required if NoStreamCommodityDataSources(41280) > 0. | Added EP169 | |
| 41282 | StreamCommodityDataSourceIDType | Typ | Required if NoStreamCommodityDataSources(41280) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41265 | StreamCommodityPricingType | PxngTyp | Added EP169 | ||
| 41266 | StreamCommodityNearbySettlDayPeriod | Period | Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified. | Added EP169 | |
| 41267 | StreamCommodityNearbySettlDayUnit | Unit | Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified. | Added EP169 | |
| 41268 | StreamCommoditySettlDateUnadjusted | DtUnadj | Added EP169 | ||
| 41269 | StreamCommoditySettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates. | Added EP169 |
| Component(-) | StreamCommoditySettlBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates. | Added EP169 |
| Repeating Group 41249 | NoStreamCommoditySettlBusinessCenters | Added EP169 |
| 41250 | StreamCommoditySettlBusinessCenter | Ctr | Required if NoStreamCommoditySettlBusinessCenters(41249) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41270 | StreamCommoditySettlDateAdjusted | Dt | Added EP169 | ||
| 41271 | StreamCommoditySettlMonth | Mo | Added EP169 | ||
| 41272 | StreamCommoditySettlDateRollPeriod | RollPeriod | Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified. | Added EP169 | |
| 41273 | StreamCommoditySettlDateRollUnit | RollUnit | Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified. | Added EP169 | |
| 41274 | StreamCommoditySettlDayType | DayTyp | Added EP169 |
| Component(-) | StreamCommoditySettlPeriodGrp | SettlPeriod | Added EP169 |
| Repeating Group 41289 | NoStreamCommoditySettlPeriods | Added EP169 |
| 41290 | StreamCommoditySettlCountry | Ctry | Required if NoStreamCommoditySettlPeriods(41289) > 0. | Added EP169 | |
| 41291 | StreamCommoditySettlTimeZone | TZ | Added EP169 | ||
| 41292 | StreamCommoditySettlFlowType | FlowTyp | Added EP169 | ||
| 41293 | StreamCommoditySettlPeriodNotional | Notl | Added EP169 | ||
| 41294 | StreamCommoditySettlPeriodNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41295 | StreamCommoditySettlPeriodFrequencyPeriod | FreqPeriod | Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified. | Added EP169 | |
| 41296 | StreamCommoditySettlPeriodFrequencyUnit | FreqUnit | Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified. | Added EP169 | |
| 41297 | StreamCommoditySettlPeriodPrice | Px | Added EP169 | ||
| 41298 | StreamCommoditySettlPeriodPriceUnitOfMeasure | PxUOM | Added EP169 | ||
| 41299 | StreamCommoditySettlPeriodPriceCurrency | PxCcy | Added EP169 | ||
| 41300 | StreamCommoditySettlHolidaysProcessingInstruction | Holidays | Added EP169 |
| Component(-) | StreamCommoditySettlDayGrp | Day | Added EP169 |
| Repeating Group 41283 | NoStreamCommoditySettlDays | Added EP169 |
| 41284 | StreamCommoditySettlDay | Day | Required if NoStreamCommoditySettlDays(41283) > 0. | Added EP169 | |
| 41285 | StreamCommoditySettlTotalHours | TotHrs | Added EP169 |
| Component(-) | StreamCommoditySettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41286 | NoStreamCommoditySettlTimes | Added EP169 |
| 41287 | StreamCommoditySettlStart | Start | Required if NoStreamCommoditySettlTimes(41286) > 0. | Added EP169 | |
| 41288 | StreamCommoditySettlEnd | End | Required if NoStreamCommoditySettlTimes(41286) > 0. | Added EP169 | |
| 41588 | StreamCommoditySettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 41301 | StreamCommoditySettlPeriodXID | XID | Added EP169 | ||
| 41302 | StreamCommoditySettlPeriodXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 41275 | StreamCommodityXID | XID | Added EP169 | ||
| 41276 | StreamCommodityXIDRef | XIDRef | Added EP169 |
| end Component |
| Component(-) | StreamEffectiveDate | EfctvDt | Added EP161 |
| 40907 | StreamEffectiveDateUnadjusted | DtUnadj | Added EP161 | ||
| 40908 | StreamEffectiveDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream. | Added EP161 |
| Component(-) | StreamEffectiveDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream. | Added EP161 Updated EP271 |
| Repeating Group 40960 | NoStreamEffectiveDateBusinessCenters | Added EP161 |
| 40909 | StreamEffectiveDateBusinessCenter | Ctr | Required if NoStreamEffectiveDateBusinessCenters(40960) > 0. | Added EP161 Updated EP271 |
| end Repeating Group |
| end Component |
| 40910 | StreamEffectiveDateRelativeTo | Reltv | Added EP161 | ||
| 40911 | StreamEffectiveDateOffsetPeriod | OfstPeriod | Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified. | Added EP161 | |
| 40912 | StreamEffectiveDateOffsetUnit | OfstUnit | Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified. | Added EP161 | |
| 40913 | StreamEffectiveDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40914 | StreamEffectiveDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | StreamTerminationDate | TrmtnDt | Added EP161 |
| 40065 | StreamTerminationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40066 | StreamTerminationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream. | Added EP161 |
| Component(-) | StreamTerminationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream. | Added EP161 |
| Repeating Group 40961 | NoStreamTerminationDateBusinessCenters | Added EP161 |
| 40067 | StreamTerminationDateBusinessCenter | Ctr | Required if NoStreamTerminationDateBusinessCenters(40961) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40068 | StreamTerminationDateRelativeTo | Reltv | Added EP161 | ||
| 40069 | StreamTerminationDateOffsetPeriod | OfstPeriod | Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified. | Added EP161 | |
| 40070 | StreamTerminationDateOffsetUnit | OfstUnit | Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified. | Added EP161 | |
| 40071 | StreamTerminationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40072 | StreamTerminationDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | StreamCalculationPeriodDates | CalcDts | Added EP161 |
| 41244 | StreamCalculationPeriodDatesXID | XID | Added EP169 | ||
| 41245 | StreamCalculationPeriodDatesXIDRef | XIDRef | Added EP169 | ||
| 40073 | StreamCalculationPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. | Added EP161 Updated EP169 |
| Component(-) | StreamCalculationPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Repeating Group 40958 | NoStreamCalculationPeriodBusinessCenters | Added EP161 |
| 40074 | StreamCalculationPeriodBusinessCenter | Ctr | Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | StreamCalculationPeriodDateGrp | CalcDt | Added EP169 |
| Repeating Group 41241 | NoStreamCalculationPeriodDates | Added EP169 |
| 41242 | StreamCalculationPeriodDate | Dt | Required if NoStreamCalculationPeriodDates(41241) > 0. | Added EP169 | |
| 41243 | StreamCalculationPeriodDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40075 | StreamFirstPeriodStartDateUnadjusted | FirstStartDtUnadj | Added EP161 | ||
| 40076 | StreamFirstPeriodStartDateBusinessDayConvention | FirstStartDtBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Component(-) | StreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Repeating Group 40959 | NoStreamFirstPeriodStartDateBusinessCenters | Added EP161 |
| 40077 | StreamFirstPeriodStartDateBusinessCenter | Ctr | Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40078 | StreamFirstPeriodStartDateAdjusted | FirstStartDt | Added EP161 | ||
| 40079 | StreamFirstRegularPeriodStartDateUnadjusted | FirstReglrStartDtUnadj | Added EP161 | ||
| 40080 | StreamFirstCompoundingPeriodEndDateUnadjusted | FirstCmpndgEndDtUnadj | Added EP161 | ||
| 40081 | StreamLastRegularPeriodEndDateUnadjusted | LastReglrEndDtUnadj | Added EP161 | ||
| 40082 | StreamCalculationFrequencyPeriod | FreqPeriod | Conditionally required when StreamCalculationFrequencyUnit(40083) is specified. | Added EP161 | |
| 40083 | StreamCalculationFrequencyUnit | FreqUnit | Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified. | Added EP161 | |
| 40084 | StreamCalculationRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates. | Added EP161 | |
| 41246 | StreamCalculationBalanceOfFirstPeriod | BalFirst | Added EP169 | ||
| 41247 | StreamCalculationCorrectionPeriod | CrrctnPeriod | Conditionally required when StreamCalculationCorrectionUnit(41248) is specified. | Added EP169 | |
| 41248 | StreamCalculationCorrectionUnit | CrrctnUnit | Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified. | Added EP169 |
| end Component |
| Component(-) | PaymentStream | PmtStrm | Added EP161 |
| Component(-) | PaymentStreamPaymentDates | PmtDts | Added EP161 |
| 40751 | PaymentStreamPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates. | Added EP161 |
| Component(-) | PaymentStreamPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates. | Added EP161 |
| Repeating Group 40947 | NoPaymentStreamPaymentDateBusinessCenters | Added EP161 |
| 40752 | PaymentStreamPaymentDateBusinessCenter | Ctr | Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPaymentDateGrp | PmtDt | Added EP169 |
| Repeating Group 41220 | NoPaymentStreamPaymentDates | Added EP169 |
| 41221 | PaymentStreamPaymentDate | Dt | Required if NoPaymentStreamPaymentDates(41220) > 0. | Added EP169 | |
| 41222 | PaymentStreamPaymentDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40753 | PaymentStreamPaymentFrequencyPeriod | FreqPeriod | Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified. | Added EP161 | |
| 40754 | PaymentStreamPaymentFrequencyUnit | FreqUnit | Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified. | Added EP161 | |
| 40755 | PaymentStreamPaymentRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates | Added EP161 | |
| 40756 | PaymentStreamFirstPaymentDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40757 | PaymentStreamLastRegularPaymentDateUnadjusted | LastReglrDtUnadj | Added EP161 | ||
| 40758 | PaymentStreamPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40759 | PaymentStreamPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified. | Added EP161 Updated EP208 | |
| 40760 | PaymentStreamPaymentDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified. | Added EP161 Updated EP208 | |
| 40920 | PaymentStreamPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 41223 | PaymentStreamMasterAgreementPaymentDatesIndicator | MADts | Added EP169 |
| Component(-) | PaymentStreamFinalPricePaymentDate | FnlPxPmt | Added EP208 |
| 42654 | PaymentStreamFinalPricePaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42655 | PaymentStreamFinalPricePaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42656 | PaymentStreamFinalPricePaymentDateOffsetfPeriod | OfstPeriod | Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified. | Added EP208 | |
| 42657 | PaymentStreamFinalPricePaymentDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified. | Added EP208 | |
| 42658 | PaymentStreamFinalPricePaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42659 | PaymentStreamFinalPricePaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| end Component |
| Component(-) | PaymentStreamResetDates | ResetDts | Added EP161 |
| 40761 | PaymentStreamResetDateRelativeTo | Reltv | Added EP161 | ||
| 40762 | PaymentStreamResetDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Component(-) | PaymentStreamResetDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40948 | NoPaymentStreamResetDateBusinessCenters | Added EP161 |
| 40763 | PaymentStreamResetDateBusinessCenter | Ctr | Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40764 | PaymentStreamResetFrequencyPeriod | FreqPeriod | Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified. | Added EP161 | |
| 40765 | PaymentStreamResetFrequencyUnit | FreqUnit | Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified. | Added EP161 | |
| 40766 | PaymentStreamResetWeeklyRollConvention | WklyRoll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates. | Added EP161 | |
| 40767 | PaymentStreamInitialFixingDateRelativeTo | InitReltv | Added EP161 | ||
| 40768 | PaymentStreamInitialFixingDateBusinessDayConvention | InitBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Component(-) | PaymentStreamInitialFixingDateBusinessCenterGrp | InitBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40949 | NoPaymentStreamInitialFixingDateBusinessCenters | Added EP161 |
| 40769 | PaymentStreamInitialFixingDateBusinessCenter | Ctr | Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40770 | PaymentStreamInitialFixingDateOffsetPeriod | InitPeriod | Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified. | Added EP161 | |
| 40771 | PaymentStreamInitialFixingDateOffsetUnit | InitUnit | Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified. | Added EP161 | |
| 40772 | PaymentStreamInitialFixingDateOffsetDayType | InitDayTyp | Added EP161 | ||
| 40773 | PaymentStreamInitialFixingDateAdjusted | InitDt | Added EP161 | ||
| 40774 | PaymentStreamFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40775 | PaymentStreamFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Component(-) | PaymentStreamFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40950 | NoPaymentStreamFixingDateBusinessCenters | Added EP161 |
| 40776 | PaymentStreamFixingDateBusinessCenter | Ctr | Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40777 | PaymentStreamFixingDateOffsetPeriod | FixngPeriod | Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified. | Added EP161 | |
| 40778 | PaymentStreamFixingDateOffsetUnit | FixngUnit | Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified. | Added EP161 | |
| 40779 | PaymentStreamFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 40780 | PaymentStreamFixingDateAdjusted | FixngDt | Added EP161 | ||
| 40781 | PaymentStreamRateCutoffDateOffsetPeriod | CutoffPeriod | Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified. | Added EP161 Updated EP208 | |
| 40782 | PaymentStreamRateCutoffDateOffsetUnit | CutoffUnit | Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified. | Added EP161 Updated EP208 | |
| 40783 | PaymentStreamRateCutoffDateOffsetDayType | CutoffDayTyp | Added EP161 |
| Component(-) | PaymentStreamFixingDateGrp | FixngDt | Added EP208 |
| Repeating Group 42660 | NoPaymentStreamFixingDates | Added EP208 |
| 42661 | PaymentStreamFixingDate | Dt | Required if NoPaymentStreamFixingDates(42660) > 0. | Added EP208 | |
| 42662 | PaymentStreamFixingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | PaymentStreamFixedRate | Fixed | Added EP161 |
| 40784 | PaymentStreamRate | Rt | Mutually exclusive with PaymentStreamFixedAmount(40785). | Added EP161 | |
| 40785 | PaymentStreamFixedAmount | Amt | Mutually exclusive with PaymentStreamRate(40784). | Added EP161 | |
| 40786 | PaymentStreamRateOrAmountCurrency | Ccy | Added EP161 | ||
| 41187 | PaymentStreamFixedAmountUnitOfMeasure | FixedAmtUOM | Added EP169 | ||
| 41188 | PaymentStreamTotalFixedAmount | FixedAmt | Added EP169 | ||
| 40787 | PaymentStreamFutureValueNotional | FutValNotl | Added EP161 | ||
| 40788 | PaymentStreamFutureValueDateAdjusted | FutValDt | Added EP161 | ||
| 41189 | PaymentStreamWorldScaleRate | WorldScaleRt | Added EP169 | ||
| 41190 | PaymentStreamContractPrice | CtrctPx | Added EP169 | ||
| 41191 | PaymentStreamContractPriceCurrency | CtrctPxCcy | Added EP169 |
| end Component |
| Component(-) | PaymentStreamFloatingRate | Float | Added EP161 |
| 40789 | PaymentStreamRateIndex | Ndx | Added EP161 | ||
| 40790 | PaymentStreamRateIndexSource | NdxSrc | Added EP161 | ||
| 43090 | PaymentStreamRateIndexID | NdxID | Conditionally required when PaymentStreamRateIndexIDSource(43091) is specified. | Added EP235 | |
| 43091 | PaymentStreamRateIndexIDSource | NdxIDSrc | Conditionally required when PaymentStreamRateIndexID(43090) is specified. | Added EP235 | |
| 40791 | PaymentStreamRateIndexCurveUnit | NdxUnit | Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified. | Added EP161 | |
| 40792 | PaymentStreamRateIndexCurvePeriod | NdxPeriod | Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified. | Added EP161 | |
| 43112 | PaymentStreamRateIndex2 | Ndx2 | Added EP271 | ||
| 43113 | PaymentStreamRateIndex2Source | Ndx2Src | Added EP271 | ||
| 43114 | PaymentStreamRateIndex2ID | Ndx2ID | Conditionally required when PaymentStreamRateIndex2IDSource(43115) is specified. | Added EP271 | |
| 43115 | PaymentStreamRateIndex2IDSource | Ndx2IDSrc | Conditionally required when PaymentStreamRateIndex2ID(43114) is specified. | Added EP271 | |
| 41194 | PaymentStreamRateIndex2CurvePeriod | Ndx2Period | Conditionally required when PaymentStreamRateIndex2CurveUnit(41195) is specified. | Added EP169 Updated EP271 | |
| 41195 | PaymentStreamRateIndex2CurveUnit | Ndx2Unit | Conditionally required when PaymentStreamRateIndex2CurvePeriod(41194) is specified. | Added EP169 Updated EP271 | |
| 41196 | PaymentStreamRateIndexLocation | NdxLctn | Added EP169 | ||
| 41197 | PaymentStreamRateIndexLevel | NdxLvl | Added EP169 | ||
| 41198 | PaymentStreamRateIndexUnitOfMeasure | NdxUOM | Added EP169 | ||
| 41199 | PaymentStreamSettlLevel | SettlLvl | Added EP169 | ||
| 41200 | PaymentStreamReferenceLevel | RefLvl | Added EP169 | ||
| 41201 | PaymentStreamReferenceLevelUnitOfMeasure | RefUOM | Added EP169 | ||
| 41202 | PaymentStreamReferenceLevelEqualsZeroIndicator | RefLvlZero | Added EP169 | ||
| 40793 | PaymentStreamRateMultiplier | RtMult | Added EP161 | ||
| 40794 | PaymentStreamRateSpread | Spread | Added EP161 | ||
| 41203 | PaymentStreamRateSpreadCurrency | SpreadCcy | Added EP169 | ||
| 41204 | PaymentStreamRateSpreadUnitOfMeasure | SpreadUOM | Added EP169 | ||
| 41205 | PaymentStreamRateConversionFactor | RtFctr | Added EP169 | ||
| 41206 | PaymentStreamRateSpreadType | SpreadTyp | Added EP169 | ||
| 40795 | PaymentStreamRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40796 | PaymentStreamRateTreatment | RtTrtmt | Added EP161 | ||
| 40797 | PaymentStreamCapRate | CapRt | Added EP161 | ||
| 40798 | PaymentStreamCapRateBuySide | CapRtBuy | Added EP161 | ||
| 40799 | PaymentStreamCapRateSellSide | CapRtSell | Added EP161 | ||
| 40800 | PaymentStreamFloorRate | FlrRt | Added EP161 | ||
| 40801 | PaymentStreamFloorRateBuySide | FlrRtBuy | Added EP161 | ||
| 40802 | PaymentStreamFloorRateSellSide | FlrRtSell | Added EP161 | ||
| 40803 | PaymentStreamInitialRate | InitRt | Added EP161 | ||
| 41207 | PaymentStreamLastResetRate | LastResetRt | Added EP169 | ||
| 41208 | PaymentStreamFinalRate | FnlRt | Added EP169 | ||
| 40804 | PaymentStreamFinalRateRoundingDirection | FnlRtRndDirctn | Added EP161 | ||
| 40805 | PaymentStreamFinalRatePrecision | FnlRtPrcsn | Added EP161 | ||
| 40806 | PaymentStreamAveragingMethod | AvgngMeth | Added EP161 | ||
| 40807 | PaymentStreamNegativeRateTreatment | NegtvRtTrtmt | Added EP161 | ||
| 41209 | PaymentStreamCalculationLagPeriod | CalcLagPeriod | Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified. | Added EP169 | |
| 41210 | PaymentStreamCalculationLagUnit | CalcLagUnit | Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified. | Added EP169 | |
| 42663 | PaymentStreamFirstObservationDateUnadjusted | FirstObsvtnDtUnadj | Added EP208 | ||
| 42664 | PaymentStreamFirstObservationDateRelativeTo | FirstObsvtnReltv | Added EP208 | ||
| 42665 | PaymentStreamFirstObservationDateOffsetDayType | FirstObsvtnOfstDayTyp | Added EP208 | ||
| 41211 | PaymentStreamFirstObservationDateOffsetPeriod | FirstObsvtnOfstPeriod | Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. | Added EP169 | |
| 41212 | PaymentStreamFirstObservationDateOffsetUnit | FirstObsvtnOfstUnit | Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. | Added EP169 | |
| 42666 | PaymentStreamFirstObservationDateAdjusted | FirstObsvtnDt | Added EP208 | ||
| 41213 | PaymentStreamPricingDayType | PxngDayTyp | Added EP169 | ||
| 41214 | PaymentStreamPricingDayDistribution | PxngDayDistrib | Added EP169 | ||
| 41215 | PaymentStreamPricingDayCount | PxngDayCnt | Added EP169 | ||
| 41216 | PaymentStreamPricingBusinessCalendar | PxngClndr | Added EP169 | ||
| 41217 | PaymentStreamPricingBusinessDayConvention | PxngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. | Added EP169 |
| Component(-) | PaymentStreamPricingBusinessCenterGrp | PxngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. | Added EP169 |
| Repeating Group 41192 | NoPaymentStreamPricingBusinessCenters | Added EP169 |
| 41193 | PaymentStreamPricingBusinessCenter | Ctr | Required if NoPaymentStreamPricingBusinessCenters(41192) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPricingDayGrp | PxngDay | Added EP169 |
| Repeating Group 41227 | NoPaymentStreamPricingDays | Added EP169 |
| 41228 | PaymentStreamPricingDayOfWeek | DayOfWk | Required if NoPaymentStreamPricingDays(41227) > 0. | Added EP169 | |
| 41229 | PaymentStreamPricingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPricingDateGrp | PxngDt | Added EP169 |
| Repeating Group 41224 | NoPaymentStreamPricingDates | Added EP169 |
| 41225 | PaymentStreamPricingDate | Dt | Required if NoPaymentStreamPricingDates(41224) > 0. | Added EP169 | |
| 41226 | PaymentStreamPricingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40808 | PaymentStreamInflationLagPeriod | LagPeriod | Conditionally required when PaymentStreamInflationLagUnit(40809) is specified. | Added EP161 | |
| 40809 | PaymentStreamInflationLagUnit | LagUnit | Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified. | Added EP161 | |
| 40810 | PaymentStreamInflationLagDayType | LagDayTyp | Added EP161 | ||
| 40811 | PaymentStreamInflationInterpolationMethod | IntrpltnMeth | Added EP161 | ||
| 40812 | PaymentStreamInflationIndexSource | InfltnNdxSrc | Added EP161 | ||
| 40813 | PaymentStreamInflationPublicationSource | PublctnSrc | Added EP161 | ||
| 40814 | PaymentStreamInflationInitialIndexLevel | InitLvl | Added EP161 | ||
| 40815 | PaymentStreamInflationFallbackBondApplicable | FallbckBond | Added EP161 | ||
| 40816 | PaymentStreamFRADiscounting | FRADisc | Added EP161 | ||
| 42667 | PaymentStreamUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | PaymentStreamFormula | Frmla | Added EP208 |
| 42686 | PaymentStreamFormulaCurrency | Ccy | Added EP208 | ||
| 42687 | PaymentStreamFormulaCurrencyDeterminationMethod | CcyDtrmnMeth | Added EP208 | ||
| 42688 | PaymentStreamFormulaReferenceAmount | RefAmt | Added EP208 |
| Component(-) | PaymentStreamFormulaMathGrp | Math | Added EP208 |
| Repeating Group 42683 | NoPaymentStreamFormulas | Added EP208 |
| 43109 | PaymentStreamFormulaLength | FrmlaLen | Required if NoPaymentStreamFormulas(42683) > 0. | Added EP259 | |
| 42684 | PaymentStreamFormula | Frmla | Required if NoPaymentStreamFormulas(42683) > 0. | Added EP208 | |
| 42685 | PaymentStreamFormulaDesc | Desc | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamFormulaImage | Img | Added EP208 |
| 42652 | PaymentStreamFormulaImageLength | FrmlaImgLen | Conditionally required when PaymentStreamFormulaImage(42653) is specified. | Added EP208 | |
| 42653 | PaymentStreamFormulaImage | FrmlaImg | Conditionally required when PaymentStreamFormulaImageLength(42652) is specified. | Added EP208 |
| end Component |
| end Component |
| Component(-) | DividendConditions | DividendConds | Added EP208 |
| 42245 | DividendReinvestmentIndicator | RnvstmntInd | Added EP208 | ||
| 42246 | DividendEntitlementEvent | EntlmntEvnt | Added EP208 | ||
| 42247 | DividendAmountType | AmtTyp | Added EP208 | ||
| 42248 | DividendUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | DividendPeriodGrp | Period | Added EP208 |
| Repeating Group 42274 | NoDividendPeriods | Added EP208 |
| 42275 | DividendPeriodSequence | Seq | Required if NoDividendPeriods(42274) > 0. | Added EP208 | |
| 42276 | DividendPeriodStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42277 | DividendPeriodEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42278 | DividendPeriodUnderlierRefID | UndlrRefID | When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance. | Added EP208 | |
| 42279 | DividendPeriodStrikePrice | StrkPx | Added EP208 | ||
| 42280 | DividendPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance. | Added EP208 |
| Component(-) | DividendPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance. | Added EP208 |
| Repeating Group 42294 | NoDividendPeriodBusinessCenters | Added EP208 |
| 42295 | DividendPeriodBusinessCenter | Ctr | Required if NoDividendPeriodBusinessCenters(42294) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42281 | DividendPeriodValuationDateUnadjusted | ValDtUnadj | Added EP208 | ||
| 42282 | DividendPeriodValuationDateRelativeTo | ValDtReltv | Added EP208 | ||
| 42283 | DividendPeriodValuationDateOffsetPeriod | ValDtOfstPeriod | Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified. | Added EP208 | |
| 42284 | DividendPeriodValuationDateOffsetUnit | ValDtOfstUnit | Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified. | Added EP208 | |
| 42285 | DividendPeriodValuationDateOffsetDayType | ValDtOfstDayTyp | Added EP208 | ||
| 42286 | DividendPeriodValuationDateAdjusted | ValDt | Added EP208 | ||
| 42287 | DividendPeriodPaymentDateUnadjusted | PmtDtUnadj | Added EP208 | ||
| 42288 | DividendPeriodPaymentDateRelativeTo | PmtDtReltv | Added EP208 | ||
| 42289 | DividendPeriodPaymentDateOffsetPeriod | PmtDtOfstPeriod | Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified. | Added EP208 | |
| 42290 | DividendPeriodPaymentDateOffsetUnit | PmtDtOfstUnit | Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified. | Added EP208 | |
| 42291 | DividendPeriodPaymentDateOffsetDayType | PmtDtOfstDayTyp | Added EP208 | ||
| 42292 | DividendPeriodPaymentDateAdjusted | PmtDt | Added EP208 | ||
| 42293 | DividendPeriodXID | XID | Added EP208 |
| end Repeating Group |
| end Component |
| 42249 | ExtraordinaryDividendPartySide | ExtrordSide | Added EP208 | ||
| 42250 | ExtraordinaryDividendAmountType | ExtrordAmtTyp | Added EP208 | ||
| 42251 | ExtraordinaryDividendCurrency | ExtrordCcy | Added EP208 | ||
| 42252 | ExtraordinaryDividendDeterminationMethod | ExtrordDtrmnMeth | Added EP208 |
| Component(-) | DividendFXTriggerDate | FXTrgrDt | Added EP208 |
| 42265 | DividendFXTriggerDateRelativeTo | Reltv | Added EP208 | ||
| 42266 | DividendFXTriggerDateOffsetPeriod | OfstPeriod | Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified. | Added EP208 | |
| 42267 | DividendFXTriggerDateOffsetUnit | OfstUnit | Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified. | Added EP208 | |
| 42268 | DividendFXTriggerDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42269 | DividendFXTriggerDateUnadjusted | DtUnadj | Added EP208 | ||
| 42270 | DividendFXTriggerDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate. | Added EP208 |
| Component(-) | DividendFXTriggerDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate. | Added EP208 |
| Repeating Group 42272 | NoDividendFXTriggerDateBusinessCenters | Added EP208 |
| 42273 | DividendFXTriggerDateBusinessCenter | Ctr | Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42271 | DividendFXTriggerDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | DividendAccrualFloatingRate | AcrlFloat | Added EP208 |
| end Component |
| 42253 | DividendAccrualFixedRate | AcrlFixedRt | Added EP208 |
| Component(-) | DividendAccrualPaymentDate | AcrlPmtDt | Added EP208 |
| 42238 | DividendAccrualPaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42239 | DividendAccrualPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified. | Added EP208 | |
| 42240 | DividendAccrualPaymentDateOffsetUnit | OfstUnit | Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified. | Added EP208 | |
| 42241 | DividendAccrualPaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42242 | DividendAccrualPaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42243 | DividendAccrualPaymeentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate. | Added EP208 |
| Component(-) | DividendAccrualPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate. | Added EP208 |
| Repeating Group 42236 | NoDividendAccrualPaymentDateBusinessCenters | Added EP208 |
| 42237 | DividendAccrualPaymentDateBusinessCenter | Ctr | Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42244 | DividendAccrualPaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| 42254 | DividendCompoundingMethod | CmpndgMeth | Added EP208 | ||
| 42255 | DividendNumOfIndexUnits | NumNdxUnits | Added EP208 | ||
| 42256 | DividendCashPercentage | CshPctage | Added EP208 | ||
| 42257 | DividendCashEquivalentPercentage | CshEqvlntPctage | Added EP208 | ||
| 42258 | NonCashDividendTreatment | NonCshTrtmt | Added EP208 | ||
| 42259 | DividendComposition | Cmpstn | Added EP208 | ||
| 42260 | SpecialDividendsIndicator | SpeclDividendInd | Added EP208 | ||
| 42261 | MaterialDividendsIndicator | MtrlDividendInd | Added EP208 | ||
| 42262 | OptionsExchangeDividendsIndicator | ExchDividendInd | Added EP208 | ||
| 42263 | AdditionalDividendsIndicator | AddtnlDividendInd | Added EP208 | ||
| 42264 | AllDividendsIndicator | AllDividendInd | Added EP208 |
| end Component |
| 42668 | ReturnRateNotionalReset | RtnRtNotlReset | Added EP208 |
| Component(-) | ReturnRateGrp | RtnRt | Added EP208 |
| Repeating Group 42735 | NoReturnRates | Added EP208 |
| 42736 | ReturnRatePriceSequence | PxSeq | Required if NoReturnRates(42735) > 0. | Added EP208 | |
| 42737 | ReturnRateCommissionBasis | CommBasis | Added EP208 | ||
| 42738 | ReturnRateCommissionAmount | CommAmt | Added EP208 | ||
| 42739 | ReturnRateCommissionCurrency | CommCcy | If not specified, this is defaulted to the reporting currency. | Added EP208 | |
| 42740 | ReturnRateTotalCommissionPerTrade | TotCommPerTrd | Added EP208 | ||
| 42741 | ReturnRateDeterminationMethod | DtrmnMeth | Added EP208 |
| Component(-) | ReturnRatePriceGrp | Px | Added EP208 |
| Repeating Group 42765 | NoReturnRatePrices | Added EP208 |
| 42766 | ReturnRatePriceBasis | PxBasis | Required if NoReturnRatePrices(42765) > 0. | Added EP208 | |
| 42767 | ReturnRatePrice | Px | Added EP208 | ||
| 42768 | ReturnRatePriceCurrency | Ccy | Added EP208 | ||
| 42769 | ReturnRatePriceType | PxTyp | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | ReturnRateFXConversionGrp | FxCnvrsn | Added EP208 |
| Repeating Group 42731 | NoReturnRateFXConversions | Added EP208 |
| 42732 | ReturnRateFXCurrencySymbol | CcySym | Required if NoReturnRateFXConversions(42731) > 0. | Added EP208 | |
| 42733 | ReturnRateFXRate | FxRt | Required if NoReturnRateFXConversions(42731) > 0. | Added EP208 | |
| 42734 | ReturnRateFXRateCalc | FxRtCalc | Added EP208 |
| end Repeating Group |
| end Component |
| 42742 | ReturnRateAmountRelativeTo | AmtReltv | Added EP208 | ||
| 42743 | ReturnRateQuoteMeasureType | QteTyp | Added EP208 | ||
| 42744 | ReturnRateQuoteUnits | QteUnit | Added EP208 | ||
| 42745 | ReturnRateQuoteMethod | QteMeth | Added EP208 | ||
| 42746 | ReturnRateQuoteCurrency | QteCcy | Added EP208 | ||
| 42747 | ReturnRateQuoteCurrencyType | QteCcyTyp | Added EP208 | ||
| 42748 | ReturnRateQuoteTimeType | QteTmTyp | Mutually exclusive with ReturnRateQuoteTime(42749). | Added EP208 | |
| 42749 | ReturnRateQuoteTime | QteTm | Mutually exclusive with ReturnRateQuoteTimeType(42748). | Added EP208 | |
| 42750 | ReturnRateQuoteDate | QteDt | Added EP208 | ||
| 42751 | ReturnRateQuoteExpirationTime | QteExpTm | Added EP208 | ||
| 42752 | ReturnRateQuoteBusinessCenter | QteBizCtr | Added EP208 | ||
| 42753 | ReturnRateQuoteExchange | QteExch | Added EP208 |
| Component(-) | ReturnRateInformationSourceGrp | InfoSrc | Added EP208 |
| Repeating Group 42761 | NoReturnRateInformationSources | Added EP208 |
| 42762 | ReturnRateInformationSource | RtSrc | Required if NoReturnRateInformationSources(42761) > 0. | Added EP208 | |
| 42763 | ReturnRateReferencePage | RefPg | Added EP208 | ||
| 42764 | ReturnRateReferencePageHeading | RefHdng | Added EP208 |
| end Repeating Group |
| end Component |
| 42754 | ReturnRateQuotePricingModel | QteModel | Added EP208 | ||
| 42755 | ReturnRateCashFlowType | CshFlow | Added EP208 |
| Component(-) | ReturnRateDateGrp | Dt | Added EP208 |
| Repeating Group 42709 | NoReturnRateDates | Added EP208 |
| 42710 | ReturnRateDateMode | Mode | Required if NoReturnRateDates(42709) > 0. | Added EP208 |
| Component(-) | ReturnRateValuationDateGrp | Val | Added EP208 |
| Repeating Group 42772 | NoReturnRateValuationDates | Added EP208 |
| 42773 | ReturnRateValuationDate | Dt | Required if NoReturnRateValuationDates(42772) > 0. | Added EP208 | |
| 42774 | ReturnRateValuationDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 42711 | ReturnRateValuationDateRelativeTo | Reltv | Added EP208 | ||
| 42712 | ReturnRateValuationDateOffsetPeriod | OfstPeriod | Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified. | Added EP208 | |
| 42713 | ReturnRateValuationDateOffsetUnit | OfstUnit | Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified. | Added EP208 | |
| 42714 | ReturnRateValuationDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42715 | ReturnRateValuationStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42716 | ReturnRateValuationStartDateRelativeTo | StartDtReltv | Added EP208 | ||
| 42717 | ReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified. | Added EP208 | |
| 42718 | ReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified. | Added EP208 | |
| 42719 | ReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp | Added EP208 | ||
| 42720 | ReturnRateValuationStartDateAdjusted | StartDt | Added EP208 | ||
| 42721 | ReturnRateValuationEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42722 | ReturnRateValuationEndDateRelativeTo | EndDtReltv | Added EP208 | ||
| 42723 | ReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod | Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified. | Added EP208 | |
| 42724 | ReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit | Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified. | Added EP208 | |
| 42725 | ReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp | Added EP208 | ||
| 42726 | ReturnRateValuationEndDateAdjusted | EndDt | Added EP208 | ||
| 42727 | ReturnRateValuationFrequencyPeriod | FreqPeriod | Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified. | Added EP208 | |
| 42728 | ReturnRateValuationFrequencyUnit | FreqUnit | Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified. | Added EP208 | |
| 42729 | ReturnRateValuationFrequencyRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. | Added EP208 | |
| 42730 | ReturnRateValuationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 |
| Component(-) | ReturnRateValuationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
| Repeating Group 42770 | NoReturnRateValuationDateBusinessCenters | Added EP208 |
| 42771 | ReturnRateValuationDateBusinessCenter | Ctr | Required if NoReturnRateValuationDateBusinessCenters(42770) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 42756 | ReturnRateValuationTimeType | ValTmTyp | Mutually exclusive with ReturnRateValuationTime(42757). | Added EP208 | |
| 42757 | ReturnRateValuationTime | ValTm | Mutually exclusive with ReturnRateValuationTimeType(42756). | Added EP208 | |
| 42758 | ReturnRateValuationTimeBusinessCenter | ValTmBizCtr | Added EP208 | ||
| 42759 | ReturnRateValuationPriceOption | ValPxOpt | Added EP208 | ||
| 42760 | ReturnRateFinalPriceFallback | FnlPxFallbck | Added EP208 |
| end Repeating Group |
| end Component |
| 42669 | PaymentStreamLinkInitialLevel | LinkInitLvl | Added EP208 | ||
| 42670 | PaymentStreamLinkClosingLevelIndicator | LinkClsngLvl | Added EP208 | ||
| 42671 | PaymentStreamLinkExpiringLevelIndicator | LinkExpngLvl | Added EP208 | ||
| 42672 | PaymentStreamLinkEstimatedTradingDays | LinkEstTrdgDays | Added EP208 | ||
| 42673 | PaymentStreamLinkStrikePrice | LinkStrkPx | Added EP208 | ||
| 42674 | PaymentStreamLinkStrikePriceType | LinkStrkPxTyp | Added EP208 | ||
| 42675 | PaymentStreamLinkMaximumBoundary | LinkMaxBndry | Added EP208 | ||
| 42676 | PaymentStreamLinkMinimumBoundary | LinkMinBndry | Added EP208 | ||
| 42677 | PaymentStreamLinkNumberOfDataSeries | LinkNumDataSeries | Added EP208 | ||
| 42678 | PaymentStreamVarianceUnadjustedCap | VarncCap | Added EP208 | ||
| 42679 | PaymentStreamRealizedVarianceMethod | RlzdVarncMeth | Added EP208 | ||
| 42680 | PaymentStreamDaysAdjustmentIndicator | DaysAdjmt | Added EP208 | ||
| 42681 | PaymentStreamNearestExchangeContractRefID | ExchCtrctRefID | Added EP208 | ||
| 42682 | PaymentStreamVegaNotionalAmount | VegaNotlAmt | Added EP208 |
| end Component |
| 42605 | PaymentStreamCompoundingFixedRate | CmpndgFixedRt | Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component. | Added EP208 |
| Component(-) | PaymentStreamCompoundingFloatingRate | CmpndgFloat | Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601). | Added EP208 |
| end Component |
| Component(-) | PaymentStreamCompoundingDates | CmpndgDts | Added EP208 |
| 42609 | PaymentStreamCompoundingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. | Added EP208 |
| Component(-) | PaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. | Added EP208 |
| Repeating Group 42620 | NoPaymentStreamCompoundingDatesBusinessCenters | Added EP208 |
| 42621 | PaymentStreamCompoundingDatesBusinessCenter | Ctr | Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamCompoundingDateGrp | CmpndgDt | Added EP208 |
| Repeating Group 42606 | NoPaymentStreamCompoundingDates | Added EP208 |
| 42607 | PaymentStreamCompoundingDate | Dt | Required if NoPaymentStreamCompoundingDates(42606) > 0. | Added EP208 | |
| 42608 | PaymentStreamCompoundingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 42610 | PaymentStreamCompoundingDatesRelativeTo | Reltv | Added EP208 | ||
| 42611 | PaymentStreamCompoundingDatesOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified. | Added EP208 | |
| 42612 | PaymentStreamCompoundingDatesOffsetUnit | OfstUnit | Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified. | Added EP208 | |
| 42613 | PaymentStreamCompoundingDatesOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42614 | PaymentStreamCompoundingPeriodSkip | Skip | Added EP208 |
| Component(-) | PaymentStreamCompoundingStartDate | StartDt | Added EP208 |
| 42646 | PaymentStreamCompoundingStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42647 | PaymentStreamCompoundingStartDateRelativeTo | Reltv | Added EP208 | ||
| 42648 | PaymentStreamCompoundingStartDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified. | Added EP208 | |
| 42649 | PaymentStreamCompoundingStartDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified. | Added EP208 | |
| 42650 | PaymentStreamCompoundingStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42651 | PaymentStreamCompoundingStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | PaymentStreamCompoundingEndDate | EndDt | Added EP208 |
| 42622 | PaymentStreamCompoundingEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42623 | PaymentStreamCompoundingEndDateRelativeTo | Reltv | Added EP208 | ||
| 42624 | PaymentStreamCompoundingEndDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified. | Added EP208 | |
| 42625 | PaymentStreamCompoundingEndDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified. | Added EP208 | |
| 42626 | PaymentStreamCompoundingEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42627 | PaymentStreamCompoundingEndDateAdjusted | Dt | Added EP208 |
| end Component |
| 42615 | PaymentStreamCompoundingFrequencyPeriod | FreqPeriod | Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified. | Added EP208 | |
| 42616 | PaymentStreamCompoundingFrequencyUnit | FreqUnit | Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified. | Added EP208 | |
| 42617 | PaymentStreamCompoundingRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. | Added EP208 | |
| 42618 | PaymentStreamBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP208 | ||
| 42619 | PaymentStreamBoundsLastDateUnadjusted | LastDtUnadj | Added EP208 |
| end Component |
| Component(-) | PaymentStreamNonDeliverableSettlTerms | NonDlvrblTrms | Added EP161 |
| 40817 | PaymentStreamNonDeliverableRefCurrency | Ccy | Added EP161 | ||
| 40818 | PaymentStreamNonDeliverableFixingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's non-deliverable fixing dates. | Added EP161 |
| Component(-) | PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's non-deliverable fixing dates. | Added EP161 |
| Repeating Group 40946 | NoPaymentStreamNonDeliverableFixingDatesBusinessCenters | Added EP161 |
| 40819 | PaymentStreamNonDeliverableFixingDatesBusinessCenter | Ctr | Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40820 | PaymentStreamNonDeliverableFixingDatesRelativeTo | FixngReltv | Added EP161 | ||
| 40821 | PaymentStreamNonDeliverableFixingDatesOffsetPeriod | FixngPeriod | Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified. | Added EP161 | |
| 40822 | PaymentStreamNonDeliverableFixingDatesOffsetUnit | FixngUnit | Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified. | Added EP161 | |
| 40823 | PaymentStreamNonDeliverableFixingDatesOffsetDayType | FixngDayTyp | Added EP161 |
| Component(-) | PaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 |
| 40371 | PaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 | ||
| 40372 | PaymentStreamNonDeliverableSettlReferencePage | RefPg | Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| Component(-) | PaymentStreamNonDeliverableFixingDateGrp | FixngDt | Added EP161 |
| Repeating Group 40825 | NoNonDeliverableFixingDates | Added EP161 |
| 40826 | NonDeliverableFixingDate | Dt | Required if NoNonDeliverableFixingDates(40825) > 0. | Added EP161 | |
| 40827 | NonDeliverableFixingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | SettlRateDisruptionFallbackGrp | SettlRtFallbck | Added EP161 |
| Repeating Group 40085 | NoSettlRateFallbacks | Added EP161 |
| 40086 | SettlRatePostponementMaximumDays | MaxDays | Required if NoSettlRateFallbacks(40085) > 0. | Added EP161 |
| Component(-) | SettlRateFallbackRateSource | RtSrc | Added EP161 |
| 40373 | SettlRateFallbackRateSource | RtSrc | Added EP161 | ||
| 40655 | SettlRateFallbackReferencePage | RefPg | Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| 40088 | SettlRatePostponementSurvey | Survey | Added EP161 | ||
| 40089 | SettlRatePostponementCalculationAgent | CalcAgent | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| end Component |
| Component(-) | PaymentScheduleGrp | PmtSched | Added EP161 |
| Repeating Group 40828 | NoPaymentSchedules | Added EP161 |
| Component(-) | PaymentScheduleRateSourceGrp | RtSrc | Added EP161 |
| Repeating Group 40868 | NoPaymentScheduleRateSources | Added EP161 |
| 40869 | PaymentScheduleRateSource | Src | Required if NoPaymentScheduleRateSources(40868) > 0. | Added EP161 | |
| 40870 | PaymentScheduleRateSourceType | Typ | Required if NoPaymentScheduleRateSources(40868) > 0. | Added EP161 Updated EP169 | |
| 40871 | PaymentScheduleReferencePage | RefPg | Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other) | Added EP161 |
| end Repeating Group |
| end Component |
| 40850 | PaymentScheduleFixingDateUnadjusted | FixngDtUnadj | Added EP161 | ||
| 40851 | PaymentScheduleWeight | Wt | Added EP161 | ||
| 40852 | PaymentScheduleFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40853 | PaymentScheduleFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. | Added EP161 |
| Component(-) | PaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. | Added EP161 |
| Repeating Group 40977 | NoPaymentScheduleFixingDateBusinessCenters | Added EP161 |
| 40854 | PaymentScheduleFixingDateBusinessCenter | Ctr | Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40855 | PaymentScheduleFixingDateOffsetPeriod | FixngPeriod | Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified. | Added EP161 | |
| 40856 | PaymentScheduleFixingDateOffsetUnit | FixngUnit | Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified. | Added EP161 | |
| 40857 | PaymentScheduleFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 41174 | PaymentScheduleFixingDayDistribution | FixngDayDistrib | Added EP169 | ||
| 41175 | PaymentScheduleFixingDayCount | FixngDayCnt | Added EP169 | ||
| 40858 | PaymentScheduleFixingDateAdjusted | FixngDt | Added EP161 |
| Component(-) | PaymentScheduleFixingDayGrp | FixngDay | Added EP169 |
| Repeating Group 41161 | NoPaymentScheduleFixingDays | Added EP169 |
| 41162 | PaymentScheduleFixingDayOfWeek | DayOfWk | Required if NoPaymentScheduleFixingDays(41161) > 0. | Added EP169 | |
| 41163 | PaymentScheduleFixingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| 41176 | PaymentScheduleFixingLagPeriod | FixngLagPeriod | Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified. | Added EP169 | |
| 41177 | PaymentScheduleFixingLagUnit | FixngLagUnit | Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified. | Added EP169 | |
| 41178 | PaymentScheduleFixingFirstObservationDateOffsetPeriod | FixngFirstObsvtnPeriod | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified. | Added EP169 Updated EP208 | |
| 41179 | PaymentScheduleFixingFirstObservationDateOffsetUnit | FixngFirstObsvtnUnit | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified. | Added EP169 Updated EP208 | |
| 40859 | PaymentScheduleFixingTime | FixngTm | Added EP161 | ||
| 40860 | PaymentScheduleFixingTimeBusinessCenter | FixngTmBizCtr | Added EP161 | ||
| 40861 | PaymentScheduleInterimExchangePaymentDateRelativeTo | IntrmExchDtReltv | Added EP161 | ||
| 40862 | PaymentScheduleInterimExchangeDatesBusinessDayConvention | IntrmExchDtBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. | Added EP161 |
| Component(-) | PaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. | Added EP161 |
| Repeating Group 40945 | NoPaymentScheduleInterimExchangeDateBusinessCenters | Added EP161 |
| 40863 | PaymentScheduleInterimExchangeDatesBusinessCenter | Ctr | Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40864 | PaymentScheduleInterimExchangeDatesOffsetPeriod | IntrmExchDtPeriod | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified. | Added EP161 | |
| 40865 | PaymentScheduleInterimExchangeDatesOffsetUnit | IntrmExchDtUnit | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified. | Added EP161 | |
| 40866 | PaymentScheduleInterimExchangeDatesOffsetDayType | IntrmExchDayTyp | Added EP161 | ||
| 40867 | PaymentScheduleInterimExchangeDateAdjusted | IntrmExchDt | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStubGrp | PmtStub | Added EP161 |
| Repeating Group 40872 | NoPaymentStubs | Added EP161 |
| 40873 | PaymentStubType | Typ | Required if NoPaymentStubs(40872) > 0. | Added EP161 | |
| 40874 | PaymentStubLength | Lngth | Added EP161 |
| Component(-) | PaymentStubStartDate | StartDt | Added EP208 |
| 42698 | PaymentStubStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42699 | PaymentStubStartDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. | Added EP208 |
| Component(-) | PaymentStubStartDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42705 | NoPaymentStubStartDateBusinessCenters | Added EP208 |
| 42706 | PaymentStubStartDateBusinessCenter | Ctr | Required if NoPaymentStubStartDateBusinessCenters(42705) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42700 | PaymentStubStartDateRelativeTo | Reltv | Added EP208 | ||
| 42701 | PaymentStubStartDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified. | Added EP208 | |
| 42702 | PaymentStubStartDateOffsetUnit | OfstUnit | Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified. | Added EP208 | |
| 42703 | PaymentStubStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42704 | PaymentStubStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | PaymentStubEndDate | EndDt | Added EP208 |
| 42689 | PaymentStubEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42690 | PaymentStubEndDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. | Added EP208 |
| Component(-) | PaymentStubEndDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42696 | NoPaymentStubEndDateBusinessCenters | Added EP208 |
| 42697 | PaymentStubEndDateBusinessCenter | Ctr | Required if NoPaymentStubEndDateBusinessCenters(42696) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42691 | PaymentStubEndDateRelativeTo | Reltv | Added EP208 | ||
| 42692 | PaymentStubEndDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified. | Added EP208 | |
| 42693 | PaymentStubEndDateOffsetUnit | OfstUnit | Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified. | Added EP208 | |
| 42694 | PaymentStubEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42695 | PaymentStubEndDateAdjusted | Dt | Added EP208 |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | DeliveryStream | DlvryStrm | Added EP169 |
| 41058 | DeliveryStreamType | Typ | Added EP169 |
| Component(-) | DeliveryStreamCommoditySourceGrp | CmdtySrc | Added EP169 |
| Repeating Group 41085 | NoDeliveryStreamCommoditySources | Added EP169 |
| 41086 | DeliveryStreamCommoditySource | Src | Required if NoDeliveryStreamCommoditySources(41085) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41059 | DeliveryStreamPipeline | Ppln | Added EP169 | ||
| 41060 | DeliveryStreamEntryPoint | EntryPnt | Added EP169 | ||
| 41061 | DeliveryStreamWithdrawalPoint | WthdrwlPnt | Added EP169 | ||
| 41062 | DeliveryStreamDeliveryPoint | DlvryPnt | Added EP169 | ||
| 42192 | DeliveryStreamDeliveryPointSource | DlvryPntSrc | Added EP179 | ||
| 42193 | DeliveryStreamDeliveryPointDesc | DlvryPntDesc | Added EP179 | ||
| 41063 | DeliveryStreamDeliveryRestriction | DlvryRstctn | Added EP169 | ||
| 41064 | DeliveryStreamDeliveryContingency | Cntgncy | Added EP169 | ||
| 41065 | DeliveryStreamDeliveryContingentPartySide | CntgPty | Added EP169 | ||
| 41066 | DeliveryStreamDeliverAtSourceIndicator | DlvrAtSrc | Added EP169 | ||
| 41067 | DeliveryStreamRiskApportionment | RiskApprtnmt | Added EP169 | ||
| 41218 | DeliveryStreamRiskApportionmentSource | RiskApprtnmtSrc | Added EP169 |
| Component(-) | DeliveryStreamCycleGrp | Cycle | Added EP169 |
| Repeating Group 41081 | NoDeliveryStreamCycles | Added EP169 |
| 41082 | DeliveryStreamCycleDesc | Desc | Required if NoDeliveryStreamCycles(41081) > 0. | Added EP169 | |
| 41083 | EncodedDeliveryStreamCycleDescLen | EncDescLen | Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it. | Added EP169 | |
| 41084 | EncodedDeliveryStreamCycleDesc | EncDesc | Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 |
| end Repeating Group |
| end Component |
| 41068 | DeliveryStreamTitleTransferLocation | TtlXfer | Added EP169 | ||
| 41069 | DeliveryStreamTitleTransferCondition | TtlXferCond | Added EP169 | ||
| 41070 | DeliveryStreamImporterOfRecord | Imprtr | Added EP169 | ||
| 41071 | DeliveryStreamNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41072 | DeliveryStreamPositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41073 | DeliveryStreamToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41074 | DeliveryStreamToleranceType | TlrncTyp | Added EP169 | ||
| 41075 | DeliveryStreamToleranceOptionSide | TlrncOptSide | Added EP169 | ||
| 41076 | DeliveryStreamTotalPositiveTolerance | TotPostvTlrnc | Added EP169 | ||
| 41077 | DeliveryStreamTotalNegativeTolerance | TotNegtvTlrnc | Added EP169 | ||
| 41078 | DeliveryStreamNotionalConversionFactor | CnvrsnFctr | Added EP169 | ||
| 41079 | DeliveryStreamTransportEquipment | Eqpmt | Added EP169 | ||
| 41080 | DeliveryStreamElectingPartySide | ElctngSide | Added EP169 | ||
| 43094 | DeliveryStreamRouteOrCharter | RteChrtr | Added EP235 |
| end Component |
| Component(-) | DeliveryScheduleGrp | DlvrySched | Added EP169 |
| Repeating Group 41037 | NoDeliverySchedules | Added EP169 |
| 41038 | DeliveryScheduleType | Typ | Required if NoDeliverySchedules(41037) > 0. | Added EP169 | |
| 41039 | DeliveryScheduleXID | XID | Added EP169 | ||
| 41040 | DeliveryScheduleNotional | Notl | Added EP169 | ||
| 41041 | DeliveryScheduleNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41042 | DeliveryScheduleNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41043 | DeliveryScheduleNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41044 | DeliverySchedulePositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41045 | DeliveryScheduleToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41046 | DeliveryScheduleToleranceType | TlrncTyp | Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified. | Added EP169 | |
| 41047 | DeliveryScheduleSettlCountry | Ctry | Added EP169 | ||
| 41048 | DeliveryScheduleSettlTimeZone | TZ | Added EP169 | ||
| 41049 | DeliveryScheduleSettlFlowType | FlowTyp | Added EP169 | ||
| 41050 | DeliveryScheduleSettlHolidaysProcessingInstruction | Holidays | Added EP169 |
| Component(-) | DeliveryScheduleSettlDayGrp | Day | Added EP169 |
| Repeating Group 41051 | NoDeliveryScheduleSettlDays | Added EP169 |
| 41052 | DeliveryScheduleSettlDay | Day | Required if NoDeliveryScheduleSettlDays(41051) > 0. | Added EP169 | |
| 41053 | DeliveryScheduleSettlTotalHours | TotHrs | Added EP169 |
| Component(-) | DeliveryScheduleSettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41054 | NoDeliveryScheduleSettlTimes | Added EP169 |
| 41055 | DeliveryScheduleSettlStart | Start | Required if NoDeliveryScheduleSettlTimes(41054) > 0. | Added EP169 | |
| 41056 | DeliveryScheduleSettlEnd | End | Required if NoDeliveryScheduleSettlTimes(41054) > 0. | Added EP169 | |
| 41057 | DeliveryScheduleSettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 40056 | StreamText | Txt | Added EP161 | ||
| 40982 | EncodedStreamTextLen | EncTxtLen | Must be set if EncodedStreamText(40983) field is specified and must immediately precede it. | Added EP161 | |
| 40983 | EncodedStreamText | EncTxt | Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ProvisionGrp | Prov | Added EP161 |
| Repeating Group 40090 | NoProvisions | Added EP161 |
| 40091 | ProvisionType | Typ | Required if NoProvisions(40090) > 0. | Added EP161 | |
| 40092 | ProvisionDateUnadjusted | DtUnadj | Added EP161 | ||
| 40093 | ProvisionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. | Added EP161 |
| Component(-) | ProvisionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. | Added EP161 |
| Repeating Group 40957 | NoProvisionDateBusinessCenters | Added EP161 |
| 40094 | ProvisionDateBusinessCenter | Ctr | Required if NoProvisionDateBusinessCenters(40957) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40095 | ProvisionDateAdjusted | Dt | Added EP161 | ||
| 40096 | ProvisionDateTenorPeriod | TenorPeriod | Conditionally required when ProvisionDateTenorUnit(40097) is specified. | Added EP161 | |
| 40097 | ProvisionDateTenorUnit | TenorUnit | Conditionally required when ProvisionDateTenorPeriod(40096) is specified. | Added EP161 | |
| 42707 | ProvisionBreakFeeElection | BrkFeeElctn | Added EP208 | ||
| 42708 | ProvisionBreakFeeRate | BrkFeeRt | Added EP208 | ||
| 40098 | ProvisionCalculationAgent | CalcAgent | Added EP161 | ||
| 40099 | ProvisionOptionSinglePartyBuyerSide | BuyerSide | Added EP161 | ||
| 40100 | ProvisionOptionSinglePartySellerSide | SellerSide | Added EP161 |
| Component(-) | ProvisionCashSettlValueDates | CashSettlValDts | Added EP161 |
| 40114 | ProvisionCashSettlValueTime | Tm | Added EP161 | ||
| 40115 | ProvisionCashSettlValueTimeBusinessCenter | TmBizCtr | Added EP161 | ||
| 40116 | ProvisionCashSettlValueDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date. | Added EP161 |
| Component(-) | ProvisionCashSettlValueDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement value date. | Added EP161 |
| Repeating Group 40953 | NoProvisionCashSettlValueDateBusinessCenters | Added EP161 |
| 40117 | ProvisionCashSettlValueDateBusinessCenter | Ctr | Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40118 | ProvisionCashSettlValueDateRelativeTo | Reltv | Added EP161 | ||
| 40119 | ProvisionCashSettlValueDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified. | Added EP161 | |
| 40120 | ProvisionCashSettlValueDateOffsetUnit | OfstUnit | Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified. | Added EP161 | |
| 40121 | ProvisionCashSettlValueDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40122 | ProvisionCashSettlValueDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | ProvisionOptionExerciseDates | OptExerDts | Added EP161 |
| 40123 | ProvisionOptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option exercise dates. | Added EP161 |
| Component(-) | ProvisionOptionExerciseBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option exercise dates. | Added EP161 |
| Repeating Group 40954 | NoProvisionOptionExerciseBusinessCenters | Added EP161 |
| 40124 | ProvisionOptionExerciseBusinessCenter | Ctr | Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ProvisionOptionExerciseFixedDateGrp | OptExerFixedDt | Added EP161 |
| Repeating Group 40142 | NoProvisionOptionExerciseFixedDates | Added EP161 |
| 40143 | ProvisionOptionExerciseFixedDate | Dt | Required if NoProvisionOptionExerciseFixedDates (40142) > 0. | Added EP161 | |
| 40144 | ProvisionOptionExerciseFixedDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| 40125 | ProvisionOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified. | Added EP161 | |
| 40126 | ProvisionOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified. | Added EP161 | |
| 40127 | ProvisionOptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified. | Added EP161 | |
| 40128 | ProvisionOptionExerciseFrequencyUnit | FreqUnit | Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified. | Added EP161 | |
| 40129 | ProvisionOptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40130 | ProvisionOptionExerciseStartDateRelativeTo | StartDtReltv | Added EP161 | ||
| 40131 | ProvisionOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified. | Added EP161 | |
| 40132 | ProvisionOptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified. | Added EP161 | |
| 40133 | ProvisionOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP161 | ||
| 40134 | ProvisionOptionExerciseStartDateAdjusted | StartDt | Added EP161 | ||
| 40135 | ProvisionOptionExercisePeriodSkip | Skip | Added EP161 | ||
| 40136 | ProvisionOptionExerciseBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40137 | ProvisionOptionExerciseBoundsLastDateUnadjusted | LastDtUnadj | Added EP161 | ||
| 40138 | ProvisionOptionExerciseEarliestTime | ErlstTm | Added EP161 | ||
| 40139 | ProvisionOptionExerciseEarliestTimeBusinessCenter | ErlstTmBizCtr | Added EP161 | ||
| 40140 | ProvisionOptionExerciseLatestTime | LtstTm | Added EP161 | ||
| 40141 | ProvisionOptionExerciseLatestTimeBusinessCenter | LtstTmBizCtr | Added EP161 |
| end Component |
| Component(-) | ProvisionOptionExpirationDate | OptExpDt | Added EP161 |
| 40145 | ProvisionOptionExpirationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40146 | ProvisionOptionExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option expiration date. | Added EP161 |
| Component(-) | ProvisionOptionExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option expiration date. | Added EP161 |
| Repeating Group 40955 | NoProvisionOptionExpirationDateBusinessCenters | Added EP161 |
| 40147 | ProvisionOptionExpirationDateBusinessCenter | Ctr | Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40148 | ProvisionOptionExpirationDateRelativeTo | Reltv | Added EP161 | ||
| 40149 | ProvisionOptionExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified. | Added EP161 | |
| 40150 | ProvisionOptionExpirationDateOffsetUnit | OfstUnit | Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified. | Added EP161 | |
| 40151 | ProvisionOptionExpirationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40152 | ProvisionOptionExpirationDateAdjusted | Dt | Added EP161 | ||
| 40153 | ProvisionOptionExpirationTime | ExpTm | Added EP161 | ||
| 40154 | ProvisionOptionExpirationTimeBusinessCenter | ExpTmBizCtr | Added EP161 |
| end Component |
| Component(-) | ProvisionOptionRelevantUnderlyingDate | OptRelvntUndlyDt | Added EP161 |
| 40155 | ProvisionOptionRelevantUnderlyingDateUnadjusted | DtUnadj | Added EP161 | ||
| 40156 | ProvisionOptionRelevantUnderlyingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option relevant underlying date. | Added EP161 |
| Component(-) | ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevant underlying date. | Added EP161 Updated EP282 |
| Repeating Group 40956 | NoProvisionOptionRelevantUnderlyingDateBusinessCenters | Added EP161 |
| 40157 | ProvisionOptionRelevantUnderlyingDateBusinessCenter | Ctr | Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40158 | ProvisionOptionRelevantUnderlyingDateRelativeTo | Reltv | Added EP161 | ||
| 40159 | ProvisionOptionRelevantUnderlyingDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified. | Added EP161 | |
| 40160 | ProvisionOptionRelevantUnderlyingDateOffsetUnit | OfstUnit | Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified. | Added EP161 | |
| 40161 | ProvisionOptionRelevantUnderlyingDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40162 | ProvisionOptionRelevantUnderlyingDateAdjusted | Dt | Added EP161 |
| end Component |
| 40101 | ProvisionOptionExerciseStyle | ExerStyle | Added EP161 | ||
| 40102 | ProvisionOptionExerciseMultipleNotional | MultplNotl | Added EP161 | ||
| 40103 | ProvisionOptionExerciseMinimumNotional | MinNotl | Added EP161 | ||
| 40104 | ProvisionOptionExerciseMaximumNotional | MaxNotl | Added EP161 | ||
| 40105 | ProvisionOptionMinimumNumber | MinNum | Added EP161 | ||
| 40106 | ProvisionOptionMaximumNumber | MaxNum | Added EP161 | ||
| 40107 | ProvisionOptionExerciseConfirmation | ExerCnfm | Added EP161 |
| Component(-) | ProvisionCashSettlPaymentDates | CashSettlPmtDts | Added EP161 |
| 40163 | ProvisionCashSettlPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement payment dates. | Added EP161 |
| Component(-) | ProvisionCashSettlPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement payment dates. | Added EP161 |
| Repeating Group 40952 | NoProvisionCashSettlPaymentDateBusinessCenters | Added EP161 |
| 40164 | ProvisionCashSettlPaymentDateBusinessCenter | Ctr | Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40165 | ProvisionCashSettlPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40166 | ProvisionCashSettlPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified. | Added EP161 | |
| 40167 | ProvisionCashSettlPaymentDateOffsetUnit | OfstUnit | Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified. | Added EP161 | |
| 40168 | ProvisionCashSettlPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40169 | ProvisionCashSettlPaymentDateRangeFirst | DtFirst | Added EP161 | ||
| 40170 | ProvisionCashSettlPaymentDateRangeLast | DtLast | Added EP161 |
| Component(-) | ProvisionCashSettlPaymentFixedDateGrp | CashSettlPmtFixedDt | Added EP161 |
| Repeating Group 40171 | NoProvisionCashSettlPaymentDates | Added EP161 |
| 40172 | ProvisionCashSettlPaymentDate | Dt | Required if NoProvisionCashSettlPaymentDates (40171) > 0. | Added EP161 | |
| 40173 | ProvisionCashSettlPaymentDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| 40108 | ProvisionCashSettlMethod | SettlMeth | Added EP161 | ||
| 40109 | ProvisionCashSettlCurrency | SettlCcy | Added EP161 | ||
| 40110 | ProvisionCashSettlCurrency2 | SettlCcy2 | Added EP161 | ||
| 40111 | ProvisionCashSettlQuoteType | SettlQteTyp | Added EP161 |
| Component(-) | ProvisionCashSettlQuoteSource | CashSettlQteSrc | Added EP161 |
| 40112 | ProvisionCashSettlQuoteSource | SettlQteSrc | Added EP161 | ||
| 41406 | ProvisionCashSettlQuoteReferencePage | RefPg | Added EP161 |
| end Component |
| 40113 | ProvisionText | Txt | Added EP161 | ||
| 40986 | EncodedProvisionTextLen | EncTxtLen | Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. | Added EP161 | |
| 40987 | EncodedProvisionText | EncTxt | Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| Component(-) | ProvisionParties | Pty | Added EP161 |
| Repeating Group 40174 | NoProvisionPartyIDs | Added EP161 |
| 40175 | ProvisionPartyID | ID | Required if NoProvisionPartyIDs(40174) > 0. | Added EP161 | |
| 40176 | ProvisionPartyIDSource | Src | Required if NoProvisionPartyIDs(40174) > 0. | Added EP161 | |
| 40177 | ProvisionPartyRole | R | Required if NoProvisionPartyIDs(40174) > 0. | Added EP161 | |
| 2385 | ProvisionPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | ProvisionPtysSubGrp | Sub | Added EP161 |
| Repeating Group 40178 | NoProvisionPartySubIDs | Added EP161 |
| 40179 | ProvisionPartySubID | ID | Required if NoProvisionPartySubIDs(40178) > 0. | Added EP161 | |
| 40180 | ProvisionPartySubIDType | Typ | Required if NoProvisionPartySubIDs(40178) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | AdditionalTermGrp | AddtnlTrm | Added EP161 |
| Repeating Group 40019 | NoAdditionalTerms | Added EP161 |
| 40020 | AdditionalTermConditionPrecedentBondIndicator | PrcdntInd | Required if NoAdditionalTerms(40019) > 0. | Added EP161 | |
| 40021 | AdditionalTermDiscrepancyClauseIndicator | DscrpncyInd | Added EP161 |
| Component(-) | AdditionalTermBondRefGrp | BondRef | Added EP161 |
| Repeating Group 40000 | NoAdditionalTermBondRefs | Added EP161 |
| 40001 | AdditionalTermBondSecurityID | ID | Required if NoAdditionalTermBondRefs(40000) > 0. | Added EP161 | |
| 40002 | AdditionalTermBondSecurityIDSource | Src | Conditionally required when AdditionalTermBondSecurityID(40001) is specified. | Added EP161 | |
| 40003 | AdditionalTermBondDesc | Desc | Added EP161 | ||
| 40004 | EncodedAdditionalTermBondDescLen | EncDescLen | Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it. | Added EP161 | |
| 40005 | EncodedAdditionalTermBondDesc | EncDesc | Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 | |
| 40006 | AdditionalTermBondCurrency | Ccy | Added EP161 | ||
| 40007 | AdditionalTermBondIssuer | Issr | Added EP161 | ||
| 40008 | EncodedAdditionalTermBondIssuerLen | EncIssrLen | Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it. | Added EP161 | |
| 40009 | EncodedAdditionalTermBondIssuer | EncIssr | Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 | |
| 40010 | AdditionalTermBondSeniority | Snrty | Added EP161 | ||
| 40011 | AdditionalTermBondCouponType | CpnTyp | Added EP161 | ||
| 40012 | AdditionalTermBondCouponRate | CpnRt | Added EP161 | ||
| 40013 | AdditionalTermBondMaturityDate | MatDt | Added EP161 | ||
| 40014 | AdditionalTermBondParValue | Par | Added EP161 | ||
| 40015 | AdditionalTermBondCurrentTotalIssuedAmount | CurTotAmt | Added EP161 | ||
| 40016 | AdditionalTermBondCouponFrequencyPeriod | CpnPeriod | Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified. | Added EP161 | |
| 40017 | AdditionalTermBondCouponFrequencyUnit | CpnUnit | Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified. | Added EP161 | |
| 40018 | AdditionalTermBondDayCount | DayCnt | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | ProtectionTermGrp | ProtctnTrm | Added EP161 |
| Repeating Group 40181 | NoProtectionTerms | Added EP161 |
| 40182 | ProtectionTermNotional | Notl | Required if NoProtectionTerms(40181) > 0. | Added EP161 | |
| 40183 | ProtectionTermCurrency | Ccy | Added EP161 | ||
| 40184 | ProtectionTermSellerNotifies | Seller | Added EP161 | ||
| 40185 | ProtectionTermBuyerNotifies | Buyer | Added EP161 | ||
| 40186 | ProtectionTermEventBusinessCenter | BizCtr | Added EP161 | ||
| 40187 | ProtectionTermStandardSources | StdSrcs | Added EP161 | ||
| 40188 | ProtectionTermEventMinimumSources | MinSrcs | Added EP161 |
| Component(-) | ProtectionTermEventNewsSourceGrp | NewsSrc | Added EP161 |
| Repeating Group 40951 | NoProtectionTermEventNewsSources | Added EP161 |
| 40189 | ProtectionTermEventNewsSource | Src | Required if NoProtectionTermEventNewsSources(40951) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ProtectionTermEventGrp | Evnt | Added EP161 |
| Repeating Group 40191 | NoProtectionTermEvents | Added EP161 |
| 40192 | ProtectionTermEventType | Typ | Required if NoProtectionTermEvents(40191) > 0. | Added EP161 | |
| 40193 | ProtectionTermEventValue | Val | Added EP161 | ||
| 40194 | ProtectionTermEventCurrency | Ccy | Added EP161 | ||
| 40195 | ProtectionTermEventPeriod | Period | Conditionally required when ProtectionTermEventUnit(40196) is specified. | Added EP161 | |
| 40196 | ProtectionTermEventUnit | Unit | Conditionally required when ProtectionTermEventPeriod(40195) is specified. | Added EP161 | |
| 40197 | ProtectionTermEventDayType | DayTyp | Added EP161 | ||
| 40198 | ProtectionTermEventRateSource | RtSrc | Added EP161 |
| Component(-) | ProtectionTermEventQualifierGrp | Qual | Added EP161 |
| Repeating Group 40199 | NoProtectionTermEventQualifiers | Added EP161 |
| 40200 | ProtectionTermEventQualifier | Qual | Required if NoProtectionTermEventQualifiers(40199) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | ProtectionTermObligationGrp | Oblig | Added EP161 |
| Repeating Group 40201 | NoProtectionTermObligations | Added EP161 |
| 40202 | ProtectionTermObligationType | Typ | Required if NoProtectionTermObligations(40201) > 0. | Added EP161 | |
| 40203 | ProtectionTermObligationValue | Val | Added EP161 |
| end Repeating Group |
| end Component |
| 40190 | ProtectionTermXID | XID | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | CashSettlTermGrp | CashSettlTrm | Added EP161 |
| Repeating Group 40022 | NoCashSettlTerms | Added EP161 |
| 40023 | CashSettlCurrency | Ccy | Required if NoCashSettlTerms(40022) > 0. | Added EP161 | |
| 40024 | CashSettlValuationFirstBusinessDayOffset | BizDayOfst | Added EP161 | ||
| 40916 | CashSettlValuationSubsequentBusinessDaysOffset | SbsqntBizDayOfst | Added EP161 | ||
| 40917 | CashSettlNumOfValuationDates | NumValDts | Added EP161 | ||
| 40025 | CashSettlValuationTime | ValTm | Added EP161 | ||
| 40026 | CashSettlBusinessCenter | BizCtr | Added EP161 | ||
| 40027 | CashSettlQuoteMethod | QteMeth | Added EP161 | ||
| 40028 | CashSettlQuoteAmount | QteAmt | Added EP161 | ||
| 40029 | CashSettlQuoteCurrency | QteCcy | Added EP161 | ||
| 40030 | CashSettlMinimumQuoteAmount | MinQteAmt | Added EP161 | ||
| 40031 | CashSettlMinimumQuoteCurrency | MinQteCcy | Added EP161 |
| Component(-) | CashSettlDealerGrp | Dlr | Added EP161 |
| Repeating Group 40277 | NoCashSettlDealers | Added EP161 |
| 40032 | CashSettlDealer | Dlr | Required if NoCashSettlDealers(40277) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 42216 | CashSettlPriceSource | PxSrc | Added EP208 | ||
| 42217 | CashSettlPriceDefault | PxDflt | Added EP208 | ||
| 40033 | CashSettlBusinessDays | BizDays | Added EP161 | ||
| 40034 | CashSettlAmount | Amt | Added EP161 |
| Component(-) | CashSettlDate | SettlDt | Added EP208 |
| 42207 | CashSettlDateUnadjusted | DtUnadj | Added EP208 | ||
| 42208 | CashSettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. | Added EP208 |
| Component(-) | CashSettlDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. | Added EP208 |
| Repeating Group 42214 | NoCashSettlDateBusinessCenters | Added EP208 |
| 42215 | CashSettlDateBusinessCenter | Ctr | Required if NoCashSettlDateBusinessCenters(42214) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42209 | CashSettlDateRelativeTo | Reltv | Added EP208 | ||
| 42210 | CashSettlDateOffsetPeriod | OfstPeriod | Conditionally required when CashSettlDateOffsetUnit(42211) is specified. | Added EP208 | |
| 42211 | CashSettlDateOffsetUnit | OfstUnit | Conditionally required when CashSettlDateOffsetPeriod(42210) is specified. | Added EP208 | |
| 42212 | CashSettlDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42213 | CashSettlDateAdjusted | Dt | Added EP208 |
| end Component |
| 40035 | CashSettlRecoveryFactor | RcvryFctr | Added EP161 | ||
| 40036 | CashSettlFixedTermIndicator | FixedInd | Added EP161 | ||
| 40037 | CashSettlAccruedInterestIndicator | AcrdIntInd | Added EP161 | ||
| 40038 | CashSettlValuationMethod | ValMeth | Added EP161 | ||
| 40039 | CashSettlTermXID | XID | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PhysicalSettlTermGrp | PhysSettlTrm | Added EP161 |
| Repeating Group 40204 | NoPhysicalSettlTerms | Added EP161 |
| Component(-) | PhysicalSettlDeliverableObligationGrp | DlvrblOblig | Required if NoPhysicalSettlTerms(40204) > 0. | Added EP161 |
| Repeating Group 40209 | NoPhysicalSettlDeliverableObligations | Added EP161 |
| 40210 | PhysicalSettlDeliverableObligationType | Typ | Required if NoPhysicalSettlDeliverableObligations (40209) > 0. | Added EP161 | |
| 40211 | PhysicalSettlDeliverableObligationValue | Val | Added EP161 |
| end Repeating Group |
| end Component |
| 40205 | PhysicalSettlCurrency | Ccy | Added EP161 | ||
| 40206 | PhysicalSettlBusinessDays | BizDays | Added EP161 | ||
| 40207 | PhysicalSettlMaximumBusinessDays | MaxBizDays | Added EP161 | ||
| 40208 | PhysicalSettlTermXID | XID | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ExtraordinaryEventGrp | ExtrordEvnt | Added EP208 |
| Repeating Group 42296 | NoExtraordinaryEvents | Added EP208 |
| 42297 | ExtraordinaryEventType | Typ | Required if NoExtraordinaryEvents(42296) > 0. | Added EP208 | |
| 42298 | ExtraordinaryEventValue | Val | Required if NoExtraordinaryEvents(42296) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 2602 | ExtraordinaryEventAdjustmentMethod | ExtrordEvntAdjMeth | Added EP208 | ||
| 2603 | ExchangeLookAlike | ExchLookAlike | Added EP208 |
| end Component |
| Component(-) | FinancingDetails | FinDetls | Added FIX.4.4 Updated EP188 |
| 913 | AgreementDesc | AgmtDesc | The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal | Added FIX.4.4 | |
| 914 | AgreementID | AgmtID | A common reference to the applicable standing agreement between the principals | Added FIX.4.4 | |
| 1961 | AgreementVersion | AgmtVer | Added EP161 | ||
| 915 | AgreementDate | AgmtDt | A reference to the date the underlying agreement was executed. | Added FIX.4.4 | |
| 918 | AgreementCurrency | AgmtCcy | Currency of the underlying agreement. | Added FIX.4.4 | |
| 2952 | AgreementCurrencyCodeSource | AgmtCcySrc | Added EP273 | ||
| 1962 | MasterConfirmationDesc | CnfmDesc | Added EP161 | ||
| 1963 | MasterConfirmationDate | CnfmDt | Added EP161 | ||
| 1964 | MasterConfirmationAnnexDesc | CnfmAnxDesc | Added EP161 | ||
| 1965 | MasterConfirmationAnnexDate | CnfmAnxDt | Added EP161 | ||
| 1966 | BrokerConfirmationDesc | BrkrCnfmDesc | Added EP161 |
| Component(-) | FinancingContractualDefinitionGrp | CtrctlDef | Added EP161 |
| Repeating Group 40040 | NoContractualDefinitions | Added EP161 |
| 40041 | ContractualDefinition | Def | Required if NoContractualDefinitions(40040) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | FinancingTermSupplementGrp | TrmSupplmnt | Added EP161 |
| Repeating Group 40046 | NoFinancingTermSupplements | Added EP161 |
| 40047 | FinancingTermSupplementDesc | Desc | Required if NoFinancingTermSupplements(40046) > 0. | Added EP161 | |
| 40048 | FinancingTermSupplementDate | Dt | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | FinancingContractualMatrixGrp | CtrctlMtrx | Added EP161 |
| Repeating Group 40042 | NoContractualMatrices | Added EP161 |
| 40043 | ContractualMatrixSource | Src | Required if NoContractualMatrices(40042) > 0. | Added EP161 | |
| 40044 | ContractualMatrixDate | Dt | Added EP161 | ||
| 40045 | ContractualMatrixTerm | Trm | Added EP161 |
| end Repeating Group |
| end Component |
| 1967 | CreditSupportAgreementDesc | CrdSuprtDesc | Added EP161 | ||
| 1968 | CreditSupportAgreementDate | CrdSuprtDt | Added EP161 | ||
| 1969 | CreditSupportAgreementID | CrdSuprtID | Added EP161 | ||
| 1970 | GoverningLaw | Law | Added EP161 | ||
| 1513 | DocumentationText | DcmntnTxt | Added EP169 | ||
| 1525 | EncodedDocumentationTextLen | EncDcmntnTxtLen | Must be set if EncodedDocumentationText(1527) field is specified and must immediately precede it. | Added EP169 | |
| 1527 | EncodedDocumentationText | EncDcmntnTxt | Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 788 | TerminationType | TrmTyp | For Repos the timing or method for terminating the agreement. | Added FIX.4.4 | |
| 916 | StartDate | StartDt | Settlement date of the beginning of the deal | Added FIX.4.4 | |
| 917 | EndDate | EndDt | Repayment / repurchase date | Added FIX.4.4 | |
| 919 | DeliveryType | DlvryTyp | Delivery or custody arrangement for the underlying securities | Added FIX.4.4 | |
| 898 | MarginRatio | MgnRatio | Percentage of cash value that underlying security collateral must meet. | Added FIX.4.4 |
| end Component |
| Component(-) | UndInstrmtGrp | Undly | Number of underlyings | Added FIX.4.4 |
| Repeating Group 711 | NoUnderlyings | Number of underlyings | Added FIX.4.4 |
| Component(-) | UnderlyingInstrument | Undly | Required if NoUnderlyings(711) > 0. | Added FIX.4.4 Updated EP192 |
| 311 | UnderlyingSymbol | Sym | Common, human understoodrepresentation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use [N/A]for products which do not have a symbol. Required if the UnderlyingInstrument component is marked as required where the component is used. | Added FIX.4.3 Updated EP277 | |
| 312 | UnderlyingSymbolSfx | Sfx | Added FIX.4.3 | ||
| 309 | UnderlyingSecurityID | ID | Added FIX.4.3 | ||
| 305 | UnderlyingSecurityIDSource | Src | Added FIX.4.3 |
| Component(-) | UndSecAltIDGrp | UndAID | Added FIX.4.4 |
| Repeating Group 457 | NoUnderlyingSecurityAltID | Added FIX.4.4 |
| 458 | UnderlyingSecurityAltID | AltID | Added FIX.4.4 | ||
| 459 | UnderlyingSecurityAltIDSource | AltIDSrc | Added FIX.4.4 | ||
| 2959 | UnderlyingSymbolPositionNumber | SymPosNum | Added EP273 |
| end Repeating Group |
| end Component |
| 2874 | UnderlyingID | UdlyID | Used for unique identification of the underlying instance that can subsequently be used to serve as input value for fields such as UnderlyingRefID(2841), for example, whenever a simple underlying reference is allowed or needed. | Added EP254 | |
| 462 | UnderlyingProduct | Prod | Added FIX.4.3 |
| Component(-) | UnderlyingSecurityXML | SecXML | Embedded XML document describing the underlying instrument. | Added EP145 |
| 1874 | UnderlyingSecurityXMLLen | Must be provided if UnderlyingSecurityXML(1875) field is specified and must immediately precede it. | Added EP145 | ||
| 1875 | UnderlyingSecurityXML | SecXML | Added EP145 | ||
| 1876 | UnderlyingSecurityXMLSchema | Schema | Added EP145 |
| end Component |
| 463 | UnderlyingCFICode | CFI | Added FIX.4.3 | ||
| 2894 | UnderlyingUPICode | UPI | Added EP266 | ||
| 310 | UnderlyingSecurityType | SecTyp | Added FIX.4.3 | ||
| 763 | UnderlyingSecuritySubType | SubTyp | Added FIX.4.4 | ||
| 313 | UnderlyingMaturityMonthYear | MMY | Added FIX.4.3 | ||
| 542 | UnderlyingMaturityDate | Mat | Added FIX.4.3 | ||
| 1213 | UnderlyingMaturityTime | MatTm | Added EP-1 | ||
| 2984 | UnderlyingMaturityFrequencyUnit | MatFreqUnit | Conditionally required when UnderlyingMaturityFrequencyPeriod(2985) is specified. | Added EP287 | |
| 2985 | UnderlyingMaturityFrequencyPeriod | MatFreqPeriod | Conditionally required when UnderlyingMaturityFrequencyUnit(2984) is specified and the value is not EOM (End of Month) or F (Flexible). | Added EP287 | |
| 1837 | UnderlyingContractPriceRefMonth | PxRefMo | Added EP140 | ||
| 241 | UnderlyingCouponPaymentDate | CpnPmt | Added FIX.4.3 | ||
| 1453 | UnderlyingRestructuringType | RestrctTyp | Added EP83 | ||
| 1454 | UnderlyingSeniority | Snrty | Added EP83 | ||
| 2614 | UnderlyingNotional | Notl | Added EP208 | ||
| 2615 | UnderlyingNotionalCurrency | NotlCcy | Added EP208 | ||
| 2921 | UnderlyingNotionalCurrencyCodeSource | NotlCcySrc | Added EP273 | ||
| 2616 | UnderlyingNotionalDeterminationMethod | NotlDtrmnMeth | Added EP208 | ||
| 2617 | UnderlyingNotionalAdjustments | NotlAdjmts | Added EP208 | ||
| 2619 | UnderlyingNotionalXIDRef | NotlXIDRef | Added EP208 | ||
| 1455 | UnderlyingNotionalPercentageOutstanding | NotlPctOut | Added EP83 | ||
| 1456 | UnderlyingOriginalNotionalPercentageOutstanding | OrigNotlPctOut | Added EP83 | ||
| 1459 | UnderlyingAttachmentPoint | AttchPnt | Added EP83 | ||
| 1460 | UnderlyingDetachmentPoint | DetchPnt | Added EP83 | ||
| 242 | UnderlyingIssueDate | Issued | Added FIX.4.3 | ||
| 243 | UnderlyingRepoCollateralSecurityType | RepoCollSecTyp | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 244 | UnderlyingRepurchaseTerm | RepoTrm | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 245 | UnderlyingRepurchaseRate | RepoRt | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 246 | UnderlyingFactor | Fctr | Added FIX.4.3 | ||
| 256 | UnderlyingCreditRating | CrdRtg | Added FIX.4.3 | ||
| 595 | UnderlyingInstrRegistry | Rgstry | Added FIX.4.3 | ||
| 592 | UnderlyingCountryOfIssue | Ctry | Added FIX.4.3 | ||
| 593 | UnderlyingStateOrProvinceOfIssue | StOrProvnc | Added FIX.4.3 | ||
| 594 | UnderlyingLocaleOfIssue | Lcl | Added FIX.4.3 | ||
| 247 | UnderlyingRedemptionDate | Redeem | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 316 | UnderlyingStrikePrice | StrkPx | Added FIX.4.3 | ||
| 941 | UnderlyingStrikeCurrency | StrkCcy | Added FIX.4.4 | ||
| 2917 | UnderlyingStrikeCurrencyCodeSource | StrkCcySrc | Added EP273 | ||
| 317 | UnderlyingOptAttribute | OptA | Added FIX.4.3 | ||
| 436 | UnderlyingContractMultiplier | Mult | Added FIX.4.3 | ||
| 1437 | UnderlyingContractMultiplierUnit | MultTyp | Added EP80 Updated EP179 | ||
| 2363 | UnderlyingTradingUnitPeriodMultiplier | TrdgUnitPeriodMult | Added EP179 | ||
| 1441 | UnderlyingFlowScheduleType | FlowSchedTyp | Added EP80 Updated EP179 | ||
| 998 | UnderlyingUnitOfMeasure | UOM | Added EP-1 | ||
| 1423 | UnderlyingUnitOfMeasureQty | UOMQty | Added EP-1 | ||
| 1718 | UnderlyingUnitOfMeasureCurrency | UOMCcy | Added EP122 | ||
| 2918 | UnderlyingUnitOfMeasureCurrencyCodeSource | UOMCcySrc | Added EP273 | ||
| 1424 | UnderlyingPriceUnitOfMeasure | PxUOM | Added EP-1 | ||
| 1425 | UnderlyingPriceUnitOfMeasureQty | PxUOMQty | Added EP-1 | ||
| 1719 | UnderlyingPriceUnitOfMeasureCurrency | PxUOMCcy | Added EP122 | ||
| 2919 | UnderlyingPriceUnitOfMeasureCurrencyCodeSource | PxUOMCcySrc | Added EP273 | ||
| 1000 | UnderlyingTimeUnit | TmUnit | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | Added EP-1 | |
| 1419 | UnderlyingExerciseStyle | ExerStyle | Added EP-1 | ||
| 1526 | UnderlyingPriceQuoteCurrency | PxQteCcy | Added EP107 | ||
| 2920 | UnderlyingPriceQuoteCurrencyCodeSource | PxQteCcySrc | Added EP273 | ||
| 435 | UnderlyingCouponRate | CpnRt | Added FIX.4.3 | ||
| 308 | UnderlyingSecurityExchange | Exch | Added FIX.4.3 | ||
| 306 | UnderlyingIssuer | Issr | Added FIX.4.3 | ||
| 362 | EncodedUnderlyingIssuerLen | EncUndIssrLen | Must be set if UnderlyingEncodedIssuer(363) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 363 | EncodedUnderlyingIssuer | EncUndIssr | Encoded (non-ASCII characters) representation of the UnderlyingIssuer(363) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 | |
| 2742 | UnderlyingFinancialInstrumentShortName | ShrtName | Added EP235 | ||
| 2720 | UnderlyingFinancialInstrumentFullName | FullName | Added EP232 | ||
| 2721 | EncodedUnderlyingFinancialInstrumentFullNameLen | EncFullNameLen | Must be set if EncodedUnderlyingFinancialInstrumentFullName(2722) field is specified and must immediately precede it. | Added EP232 | |
| 2722 | EncodedUnderlyingFinancialInstrumentFullName | EncFullName | Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field. | Added EP232 | |
| 2723 | UnderlyingIndexCurveUnit | NdxUnit | Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurvePeriod(2724). | Added EP232 | |
| 2724 | UnderlyingIndexCurvePeriod | NdxPeriod | Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurveUnit(2723). | Added EP232 | |
| 307 | UnderlyingSecurityDesc | Desc | Added FIX.4.3 | ||
| 364 | EncodedUnderlyingSecurityDescLen | EncUndSecDescLen | Must be set if UnderlyingEncodedSecurityDesc(307) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 365 | EncodedUnderlyingSecurityDesc | EncUndSecDesc | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc(307) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 | |
| 877 | UnderlyingCPProgram | CPPgm | Added FIX.4.4 | ||
| 878 | UnderlyingCPRegType | CPRegTyp | Added FIX.4.4 | ||
| 972 | UnderlyingAllocationPercent | AllocPct | Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. | Added EP-1 | |
| 318 | UnderlyingCurrency | Ccy | Specific to the <UnderlyingInstrument> (not in <Instrument>) | Added FIX.4.4 | |
| 2916 | UnderlyingCurrencyCodeSource | CcySrc | Added EP273 | ||
| 879 | UnderlyingQty | Qty | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | Added FIX.4.4 | |
| 975 | UnderlyingSettlementType | SettlTyp | Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. | Added EP-1 | |
| 973 | UnderlyingCashAmount | CashAmt | Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. | Added EP-1 | |
| 974 | UnderlyingCashType | CashTyp | Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price) | Added EP-1 | |
| 810 | UnderlyingPx | Px | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | Added FIX.4.4 | |
| 882 | UnderlyingDirtyPrice | DirtPx | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. Dirtymeans it includes accrued interest | Added FIX.4.4 | |
| 883 | UnderlyingEndPrice | EndPx | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | Added FIX.4.4 | |
| 884 | UnderlyingStartValue | StartVal | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | Added FIX.4.4 | |
| 885 | UnderlyingCurrentValue | CurVal | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | Added FIX.4.4 | |
| 886 | UnderlyingEndValue | EndVal | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | Added FIX.4.4 | |
| 2885 | UnderlyingAccruedInterestAmt | AcrdIntAmt | Added EP258 | ||
| 2886 | UnderlyingNumDaysInterest | NumDaysInt | Added EP258 |
| Component(-) | UnderlyingStipulations | Stip | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | Added FIX.4.4 |
| Repeating Group 887 | NoUnderlyingStips | Added FIX.4.4 |
| 888 | UnderlyingStipType | Typ | Required if NoUnderlyingStips >0 | Added FIX.4.4 | |
| 889 | UnderlyingStipValue | Val | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| 1044 | UnderlyingAdjustedQuantity | AdjQty | Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). | Added EP-1 | |
| 1045 | UnderlyingFXRate | FxRate | Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). | Added EP-1 | |
| 1046 | UnderlyingFXRateCalc | FxRateCalc | Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). | Added EP-1 | |
| 1038 | UnderlyingCapValue | CapValu | Added EP-1 |
| Component(-) | UndlyInstrumentParties | Pty | Added EP-1 |
| Repeating Group 1058 | NoUndlyInstrumentParties | Repeating group below should contain unique combinations of UnderlyingInstrumentPartyID(1059), UnderlyingInstrumentPartyIDSource(1060) and UnderlyingInstrumentPartyRole(1061). | Added EP-1 Updated EP169 |
| 1059 | UnderlyingInstrumentPartyID | ID | Used to identify the source of PartyID. Required if UnderlyingInstrumentPartyIDSource(1060) is specified. Required if NoUndlyInstrumentParties(1058) > 0. | Added EP-1 Updated EP169 | |
| 1060 | UnderlyingInstrumentPartyIDSource | Src | Used to identify class source of UnderlyingInstrumentPartyID(1059) value (e.g. BIC). Required if UnderlyingInstrumentPartyID(1059) is specified. Required if NoUndlyInstrumentParties(1058) > 0. | Added EP-1 Updated EP169 | |
| 1061 | UnderlyingInstrumentPartyRole | R | Identifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0. | Added EP-1 Updated EP169 | |
| 2391 | UnderlyingInstrumentPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | UndlyInstrumentPtysSubGrp | Sub | Repeating group of party sub-identifiers. | Added EP-1 Updated EP169 |
| Repeating Group 1062 | NoUndlyInstrumentPartySubIDs | Added EP-1 |
| 1063 | UnderlyingInstrumentPartySubID | ID | Added EP-1 | ||
| 1064 | UnderlyingInstrumentPartySubIDType | Typ | Added EP-1 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1039 | UnderlyingSettlMethod | SetMeth | Added EP-1 | ||
| 315 | UnderlyingPutOrCall | PutCall | Used to express option right | Added FIX.4.3 | |
| 2683 | UnderlyingInTheMoneyCondition | ITMCond | Used to express in-the-moneyness behavior in general terms for the option without the use of UnderlyingStrikePrice(316) and UnderlyingPutOrCall(315). | Added EP224 | |
| 2687 | UnderlyingContraryInstructionEligibilityIndicator | CntraryInstEligInd | Added EP224 | ||
| 1988 | UnderlyingConstituentWeight | ConstuentWt | Added EP161 | ||
| 1989 | UnderlyingCouponType | CpnTyp | Added EP161 | ||
| 1990 | UnderlyingTotalIssuedAmount | TotIssuedAmt | Added EP161 | ||
| 1991 | UnderlyingCouponFrequencyPeriod | CpnPeriod | Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified. | Added EP161 | |
| 1992 | UnderlyingCouponFrequencyUnit | CpnUnit | Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified. | Added EP161 | |
| 1993 | UnderlyingCouponDayCount | CpnDayCnt | Added EP161 | ||
| 2881 | UnderlyingCouponOtherDayCount | CpnOtherDayCnt | Added EP254 | ||
| 1994 | UnderlyingObligationID | ObligID | Added EP161 | ||
| 1995 | UnderlyingObligationIDSource | ObligIDSrc | Conditionally required when UnderlyingObligationID(1994) is specified. | Added EP161 | |
| 1996 | UnderlyingEquityID | EqtyID | Added EP161 | ||
| 1997 | UnderlyingEquityIDSource | EqtyIDSrc | Conditionally required when UnderlyingEquityID(1996) is specified. | Added EP161 | |
| 2620 | UnderlyingFutureID | FutID | Added EP208 | ||
| 2621 | UnderlyingFutureIDSource | FutIDSrc | Required if UnderlyingFutureID(2620) is specified. | Added EP208 |
| Component(-) | UnderlyingEvntGrp | Evnt | Added EP161 |
| Repeating Group 1981 | NoUnderlyingEvents | Added EP161 |
| 1982 | UnderlyingEventType | Typ | Required if NoUnderlyingEvents(1982) > 0. | Added EP161 | |
| 1983 | UnderlyingEventDate | Dt | Conditionally required when UnderlyingEventTime(1984) is specified. | Added EP161 | |
| 1984 | UnderlyingEventTime | Tm | Added EP161 | ||
| 1985 | UnderlyingEventTimeUnit | TmUnit | Conditionally required when UnderlyingEventTimePeriod(1986) is specified. | Added EP161 | |
| 1986 | UnderlyingEventTimePeriod | TmPeriod | Conditionally required when UnderlyingEventTimeUnit(1985) is specified. | Added EP161 | |
| 2342 | UnderlyingEventMonthYear | MoYr | Added EP161 | ||
| 1987 | UnderlyingEventPx | Px | Added EP161 | ||
| 2071 | UnderlyingEventText | Txt | Added EP161 | ||
| 2072 | EncodedUnderlyingEventTextLen | EncTxtLen | Must be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it. | Added EP161 | |
| 2073 | EncodedUnderlyingEventText | EncTxt | Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| 1998 | UnderlyingLienSeniority | LienSnrty | Added EP161 | ||
| 1999 | UnderlyingLoanFacility | LoanFclty | Added EP161 | ||
| 2000 | UnderlyingReferenceEntityType | RefEntityTyp | Added EP161 | ||
| 2003 | UnderlyingIndexSeries | NdxSeries | Added EP161 | ||
| 2004 | UnderlyingIndexAnnexVersion | NdxAnxVer | Added EP161 | ||
| 2005 | UnderlyingIndexAnnexDate | NdxAnxDt | Added EP161 | ||
| 2006 | UnderlyingIndexAnnexSource | NdxAnxSrc | Added EP161 | ||
| 2284 | UnderlyingSettlRateIndex | SettlNdx | Added EP169 | ||
| 2285 | UnderlyingSettlRateIndexLocation | SettlNdxLctn | Added EP169 | ||
| 2286 | UnderlyingOptionExpirationDesc | ExpDesc | Added EP169 | ||
| 2287 | EncodedUnderlyingOptionExpirationDescLen | EncExpDescLen | Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it. | Added EP169 | |
| 2288 | EncodedUnderlyingOptionExpirationDesc | EncExpDesc | Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 2007 | UnderlyingProductComplex | ProdCmplx | Added EP161 | ||
| 2008 | UnderlyingSecurityGroup | SecGrp | Added EP161 | ||
| 2009 | UnderlyingSettleOnOpenFlag | SettlOnOpenFlag | Added EP161 | ||
| 2010 | UnderlyingAssignmentMethod | AsgnMeth | Added EP161 | ||
| 2011 | UnderlyingSecurityStatus | Status | Added EP161 | ||
| 2012 | UnderlyingObligationType | ObligTyp | Added EP161 | ||
| 2491 | UnderlyingAssetGroup | AssetGrp | Added EP192 | ||
| 2013 | UnderlyingAssetClass | AssetClss | Required if UnderlyingAssetSubClass(2014) is specified. | Added EP161 Updated EP235 | |
| 2014 | UnderlyingAssetSubClass | AssetSubClss | Required if UnderlyingAssetType(2015) is specified. | Added EP161 Updated EP235 | |
| 2015 | UnderlyingAssetType | AssetTyp | Required if UnderlyingAssetSubType(2744) is specified. | Added EP161 Updated EP235 | |
| 2744 | UnderlyingAssetSubType | AsstSubTyp | Added EP235 |
| Component(-) | UnderlyingSecondaryAssetGrp | ScndryAsset | Added EP161 |
| Repeating Group 2080 | NoUnderlyingSecondaryAssetClasses | Added EP161 |
| 2081 | UnderlyingSecondaryAssetClass | Clss | Required if NoUnderlyingSecondaryAssetClasses(2080) > 0. | Added EP161 | |
| 2082 | UnderlyingSecondaryAssetSubClass | SubClss | Required if UnderlyingSecondaryAssetType(2083) is specified. | Added EP161 Updated EP235 | |
| 2083 | UnderlyingSecondaryAssetType | Typ | Required if UnderlyingSecondaryAssetSubType(2745) is specified. | Added EP161 Updated EP235 | |
| 2745 | UnderlyingSecondaryAssetSubType | SubTyp | Added EP235 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingAssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 2312 | NoUnderlyingAssetAttributes | Added EP169 |
| 2313 | UnderlyingAssetAttributeType | Typ | Required if NoUnderlyingAssetAttributes(2312) > 0. | Added EP169 | |
| 2314 | UnderlyingAssetAttributeValue | Val | Added EP169 | ||
| 2315 | UnderlyingAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingComplexEvents | CmplxEvnt | Added EP161 |
| Repeating Group 2045 | NoUnderlyingComplexEvents | Added EP161 |
| 2046 | UnderlyingComplexEventType | Typ | Required if NoUnderlyingComplexEvents(2045) > 0. | Added EP161 | |
| 2261 | UnderlyingComplexOptPayoutPaySide | OptPay | Added EP169 | ||
| 2262 | UnderlyingComplexOptPayoutReceiveSide | OptRcv | Added EP169 | ||
| 2263 | UnderlyingComplexOptPayoutUnderlier | OptUndlr | Added EP169 | ||
| 2047 | UnderlyingComplexOptPayoutAmount | OptPayAmt | Added EP161 | ||
| 2264 | UnderlyingComplexOptPayoutPercentage | OptPctage | Added EP169 | ||
| 2265 | UnderlyingComplexOptPayoutTime | OptTm | Added EP169 | ||
| 2266 | UnderlyingComplexOptPayoutCurrency | OptCcy | Added EP169 | ||
| 2947 | UnderlyingComplexOptPayoutCurrencyCodeSource | OptCcySrc | Added EP273 | ||
| 2048 | UnderlyingComplexEventPrice | Px | Added EP161 | ||
| 2267 | UnderlyingComplexEventPricePercentage | PxPctage | Added EP169 | ||
| 2049 | UnderlyingComplexEventPriceBoundaryMethod | PxBndryMeth | Added EP161 | ||
| 2050 | UnderlyingComplexEventPriceBoundaryPrecision | PxBndryPrcsn | Added EP161 | ||
| 2051 | UnderlyingComplexEventPriceTimeType | PxTmTyp | Added EP161 | ||
| 2052 | UnderlyingComplexEventCondition | Cond | Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition(2052) in which the relationship between any two events is described. For any two occurrences of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event. | Added EP161 Updated EP271 |
| Component(-) | UnderlyingComplexEventDates | EvntDts | Added EP161 |
| Repeating Group 2053 | NoUnderlyingComplexEventDates | Added EP161 |
| 2054 | UnderlyingComplexEventStartDate | StartDt | Required if NoUnderlyingComplexEventDates(2054) > 0. | Added EP161 | |
| 2055 | UnderlyingComplexEventEndDate | EndDt | Required if NoUnderlyingComplexEventDates(2054) > 0. | Added EP161 |
| Component(-) | UnderlyingComplexEventTimes | EvntTms | Added EP161 |
| Repeating Group 2056 | NoUnderlyingComplexEventTimes | Added EP161 |
| 2057 | UnderlyingComplexEventStartTime | StartTm | Required if NoUnderlyingComplexEventTimes(2056) > 0. | Added EP161 | |
| 2058 | UnderlyingComplexEventEndTime | EndTm | Required if NoUnderlyingComplexEventTimes(2056) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2268 | UnderlyingComplexEventCurrencyOne | Ccy1 | Added EP169 | ||
| 2948 | UnderlyingComplexEventCurrencyOneCodeSource | Ccy1Src | Added EP273 | ||
| 2269 | UnderlyingComplexEventCurrencyTwo | Ccy2 | Added EP169 | ||
| 2949 | UnderlyingComplexEventCurrencyTwoCodeSource | Ccy2Src | Added EP273 | ||
| 2270 | UnderlyingComplexEventQuoteBasis | QteBasis | Added EP169 | ||
| 2271 | UnderlyingComplexEventFixedFXRate | Rt | Added EP169 | ||
| 2419 | UnderlyingComplexEventSpotRate | SpotRt | Added EP187 | ||
| 2420 | UnderlyingComplexEventForwardPoints | FwdPnts | Added EP187 | ||
| 2272 | UnderlyingComplexEventDeterminationMethod | Meth | Added EP169 | ||
| 2273 | UnderlyingComplexEventCalculationAgent | CalcAgent | Added EP169 | ||
| 2274 | UnderlyingComplexEventStrikePrice | StrkPx | Added EP169 | ||
| 2275 | UnderlyingComplexEventStrikeFactor | StrkFctr | Added EP169 | ||
| 2276 | UnderlyingComplexEventStrikeNumberOfOptions | StrkNum | Added EP169 |
| Component(-) | UnderlyingComplexEventRateSourceGrp | RtSrc | Added EP169 |
| Repeating Group 41732 | NoUnderlyingComplexEventRateSources | Added EP169 |
| 41733 | UnderlyingComplexEventRateSource | RtSrc | Required if NoUnderlyingComplexEventRateSources(41732) > 0. | Added EP169 | |
| 41734 | UnderlyingComplexEventRateSourceType | RtSrcTyp | Required if NoUnderlyingComplexEventRateSources(41732) > 0. | Added EP169 | |
| 41735 | UnderlyingComplexEventReferencePage | RefPg | Conditionally required when ComplexEventRateSource(41014) = 99 (Other). | Added EP169 | |
| 41736 | UnderlyingComplexEventReferencePageHeading | RefHdg | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingComplexEventRelativeDate | ReltvDt | Added EP169 |
| 41739 | UnderlyingComplexEventDateUnadjusted | DtUnadj | Added EP169 | ||
| 41740 | UnderlyingComplexEventDateRelativeTo | Reltv | Added EP169 | ||
| 41741 | UnderlyingComplexEventDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified. | Added EP169 | |
| 41742 | UnderlyingComplexEventDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified. | Added EP169 | |
| 41743 | UnderlyingComplexEventDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41744 | UnderlyingComplexEventDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. | Added EP169 |
| Component(-) | UnderlyingComplexEventDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. | Added EP169 |
| Repeating Group 41737 | NoUnderlyingComplexEventDateBusinessCenters | Added EP169 |
| 41738 | UnderlyingComplexEventDateBusinessCenter | Ctr | Required if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41745 | UnderlyingComplexEventDateAdjusted | Dt | Added EP169 | ||
| 41746 | UnderlyingComplexEventFixingTime | FixngTm | Added EP169 | ||
| 41747 | UnderlyingComplexEventFixingTimeBusinessCenter | FixngBizCtr | Added EP169 |
| end Component |
| Component(-) | UnderlyingComplexEventPeriodGrp | Period | Added EP169 |
| Repeating Group 41729 | NoUnderlyingComplexEventPeriods | Added EP169 |
| 41730 | UnderlyingComplexEventPeriodType | Typ | Required if NoUnderlyingComplexEventPeriods(41729) > 0. | Added EP169 | |
| 41731 | UnderlyingComplexEventBusinessCenter | BizCtr | Added EP169 |
| Component(-) | UnderlyingComplexEventScheduleGrp | Sched | Added EP169 |
| Repeating Group 41750 | NoUnderlyingComplexEventSchedules | Added EP169 |
| 41751 | UnderlyingComplexEventScheduleStartDate | StartDt | Required if NoUnderlyingComplexEventSchedules(41750) > 0. | Added EP169 | |
| 41752 | UnderlyingComplexEventScheduleEndDate | EndDt | Added EP169 | ||
| 41753 | UnderlyingComplexEventScheduleFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified. | Added EP169 | |
| 41754 | UnderlyingComplexEventScheduleFrequencyUnit | FreqUnit | Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified. | Added EP169 | |
| 41755 | UnderlyingComplexEventScheduleRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingComplexEventPeriodDateGrp | Dt | Added EP169 |
| Repeating Group 41726 | NoUnderlyingComplexEventPeriodDateTimes | Added EP169 |
| 41727 | UnderlyingComplexEventPeriodDate | Dt | Required if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0. | Added EP169 | |
| 41728 | UnderlyingComplexEventPeriodTime | Tm | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingComplexEventAveragingObservationGrp | AvgngObsvtn | Added EP169 |
| Repeating Group 41713 | NoUnderlyingComplexEventAveragingObservations | Added EP169 |
| 41714 | UnderlyingComplexEventAveragingObservationNumber | ObsvtnNum | Required if NoUnderlyingComplexEventAveragingObservations(41713) > 0. | Added EP169 | |
| 41715 | UnderlyingComplexEventAveragingWeight | Wt | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2277 | UnderlyingComplexEventCreditEventsXIDRef | CdtEvntXIDRef | Added EP169 | ||
| 2278 | UnderlyingComplexEventCreditEventNotifyingParty | NotifygPty | Added EP169 | ||
| 2279 | UnderlyingComplexEventCreditEventBusinessCenter | BizCtr | Added EP169 | ||
| 2280 | UnderlyingComplexEventCreditEventStandardSources | StdSrcs | Added EP169 | ||
| 2281 | UnderlyingComplexEventCreditEventMinimumSources | MinSrcs | Added EP169 |
| Component(-) | UnderlyingComplexEventCreditEventSourceGrp | EvntSrc | Added EP169 |
| Repeating Group 41748 | NoUnderlyingComplexEventCreditEventSources | Added EP169 |
| 41749 | UnderlyingComplexEventCreditEventSource | Src | Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingComplexEventCreditEventGrp | CrdEvnt | Added EP169 |
| Repeating Group 41716 | NoUnderlyingComplexEventCreditEvents | Added EP169 |
| 41717 | UnderlyingComplexEventCreditEventType | Typ | Required if NoUnderlyingComplexEventCreditEvents(41716) > 0. | Added EP169 | |
| 41718 | UnderlyingComplexEventCreditEventValue | Val | Added EP169 | ||
| 41719 | UnderlyingComplexEventCreditEventCurrency | Ccy | Added EP169 | ||
| 41720 | UnderlyingComplexEventCreditEventPeriod | Period | Conditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified. | Added EP169 | |
| 41721 | UnderlyingComplexEventCreditEventUnit | Unit | Conditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified. | Added EP169 | |
| 41722 | UnderlyingComplexEventCreditEventDayType | DayTyp | Added EP169 | ||
| 41723 | UnderlyingComplexEventCreditEventRateSource | RtSrc | Added EP169 |
| Component(-) | UnderlyingComplexEventCreditEventQualifierGrp | Qual | Added EP169 |
| Repeating Group 41724 | NoUnderlyingComplexEventCreditEventQualifiers | Added EP169 |
| 41725 | UnderlyingComplexEventCreditEventQualifier | Qual | Required if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2611 | UnderlyingComplexEventFuturesPriceValuation | FutPxVal | Added EP208 | ||
| 2612 | UnderlyingComplexEventOptionsPriceValuation | OptPxVal | Added EP208 | ||
| 2613 | UnderlyingComplexEventPVFinalPriceElectionFallback | PVPxFallbck | Added EP208 | ||
| 2282 | UnderlyingComplexEventXID | XID | Added EP169 | ||
| 2283 | UnderlyingComplexEventXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 2295 | UnderlyingStrategyType | StrtTyp | Added EP169 | ||
| 2296 | UnderlyingCommonPricingIndicator | CmnPxng | Added EP169 | ||
| 2297 | UnderlyingSettlDisruptionProvision | SettlDsrptnProv | Added EP169 | ||
| 2756 | UnderlyingDeliveryRouteOrCharter | RteChrtr | Added EP238 | ||
| 2298 | UnderlyingInstrumentRoundingDirection | RndDirctn | Added EP169 | ||
| 2299 | UnderlyingInstrumentRoundingPrecision | RndPrcsn | Added EP169 |
| Component(-) | UnderlyingDateAdjustment | DtAdjmt | Added EP161 |
| 40964 | UnderlyingBusinessDayConvention | BizDayCnvtn | Added EP161 |
| Component(-) | UnderlyingBusinessCenterGrp | BizCtr | Added EP161 |
| Repeating Group 40962 | NoUnderlyingBusinessCenters | Added EP161 |
| 40963 | UnderlyingBusinessCenter | Ctr | Required if NoUnderlyingBusinessCenters(40962) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40965 | UnderlyingDateRollConvention | Roll | Added EP161 |
| end Component |
| Component(-) | UnderlyingPricingDateTime | PxngDtTm | Added EP169 |
| 41949 | UnderlyingPricingDateUnadjusted | DtUnadj | Added EP169 | ||
| 41950 | UnderlyingPricingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. | Added EP169 |
| Component(-) | UnderlyingPricingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. | Added EP169 |
| Repeating Group 41947 | NoUnderlyingPricingDateBusinessCenters | Added EP169 |
| 41948 | UnderlyingPricingDateBusinessCenter | Ctr | Required if NoUnderlyingPricingDateBusinessCenters(41947) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41951 | UnderlyingPricingDateAdjusted | Dt | Added EP169 | ||
| 41952 | UnderlyingPricingTime | Tm | Added EP169 | ||
| 41953 | UnderlyingPricingTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | UnderlyingMarketDisruption | MktDsrptn | Added EP169 |
| 41859 | UnderlyingMarketDisruptionProvision | Prov | Added EP169 |
| Component(-) | UnderlyingMarketDisruptionEventGrp | Evnt | Added EP169 |
| Repeating Group 41864 | NoUnderlyingMarketDisruptionEvents | Added EP169 |
| 41865 | UnderlyingMarketDisruptionEvent | Evnt | Required if NoUnderlyingMarketDisruptionEvents(41864) > 0. | Added EP169 | |
| 41338 | UnderlyingMarketDisruptionValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| 41860 | UnderlyingMarketDisruptionFallbackProvision | FallbckProv | Added EP169 |
| Component(-) | UnderlyingMarketDisruptionFallbackGrp | Fallbck | Added EP169 |
| Repeating Group 41866 | NoUnderlyingMarketDisruptionFallbacks | Added EP169 |
| 41867 | UnderlyingMarketDisruptionFallbackType | Typ | Required if NoUnderlyingMarketDisruptionFallbacks(41866) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. | Added EP169 | |
| 41339 | UnderlyingMarketDisruptionFallbackValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingMarketDisruptionFallbackReferencePriceGrp | FallbckRefPx | Added EP169 |
| Repeating Group 41868 | NoUnderlyingMarketDisruptionFallbackReferencePrices | Added EP169 |
| 41869 | UnderlyingMarketDisruptionFallbackUnderlierType | Typ | Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0. | Added EP169 | |
| 41870 | UnderlyingMarketDisruptionFallbackUnderlierSecurityID | ID | Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified. | Added EP169 | |
| 41871 | UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource | Src | Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified. | Added EP169 | |
| 41872 | UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc | Desc | Added EP169 | ||
| 41873 | EncodedUnderlyingMarketDisruptionFallbackUnderlierSecDescLen | EncDescLen | Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it. | Added EP169 | |
| 41874 | EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc | EncDesc | Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41875 | UnderlyingMarketDisruptionFallbackOpenUnits | OpnUnits | Added EP169 | ||
| 41876 | UnderlyingMarketDisruptionFallbackBasketCurrency | Ccy | Added EP169 | ||
| 41877 | UnderlyingMarketDisruptionFallbackBasketDivisor | Dvsr | Added EP169 |
| end Repeating Group |
| end Component |
| 41861 | UnderlyingMarketDisruptionMaximumDays | MaxDays | Added EP169 | ||
| 41862 | UnderlyingMarketDisruptionMaterialityPercentage | MtrltyPctage | If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp. | Added EP169 | |
| 41863 | UnderlyingMarketDisruptionMinimumFuturesContracts | MinCtrcts | Applicable only when UnderlyingMarketDisruptionEvent(41865)='DeMinimisTrading'. | Added EP169 |
| end Component |
| Component(-) | UnderlyingOptionExercise | OptExer | Added EP169 |
| 41810 | UnderlyingExerciseDesc | Desc | Added EP169 | ||
| 41811 | EncodedUnderlyingExerciseDescLen | EncDescLen | Must be set if EncodedUnderlyingExerciseDesc(41812) field is specified and must immediately precede it. | Added EP169 | |
| 41812 | EncodedUnderlyingExerciseDesc | EncDesc | Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41813 | UnderlyingAutomaticExerciseIndicator | AutoExerInd | Added EP169 | ||
| 41814 | UnderlyingAutomaticExerciseThresholdRate | AutoRt | Added EP169 | ||
| 41815 | UnderlyingExerciseConfirmationMethod | ExerCnfm | Added EP169 | ||
| 41816 | UnderlyingManualNoticeBusinessCenter | ManNtcBizCtr | Added EP169 | ||
| 41817 | UnderlyingFallbackExerciseIndicator | FallbckExerInd | Added EP169 | ||
| 41818 | UnderlyingLimitedRightToConfirmIndicator | LtdRightCnfmInd | Added EP169 | ||
| 41819 | UnderlyingExerciseSplitTicketIndicator | ExerSplitTktInd | Added EP169 | ||
| 42887 | UnderlyingSettlMethodElectingPartySide | SettlMethElctngSide | Added EP208 |
| Component(-) | UnderlyingSettlMethodElectionDate | SettlMethDt | Added EP208 |
| 43076 | UnderlyingSettlMethodElectionDateUnadjusted | DtUnadj | Added EP208 | ||
| 43077 | UnderlyingSettlMethodElectionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to UnderlyingOptionExercise. | Added EP208 |
| Component(-) | UnderlyingSettlMethodElectionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to UnderlyingOptionExercise. | Added EP208 |
| Repeating Group 43074 | NoUnderlyingSettlMethodElectionDateBusinessCenters | Added EP208 |
| 43075 | UnderlyingSettlMethodElectionDateBusinessCenter | Ctr | Required if NoUnderlyingSettlMethodElectionDateBusinessCenters(43074) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 43078 | UnderlyingSettlMethodElectionDateRelativeTo | Reltv | Added EP208 | ||
| 43079 | UnderlyingSettlMethodElectionDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingSettlMethodElectionDateOffsetUnit(43080) is specified. | Added EP208 | |
| 43080 | UnderlyingSettlMethodElectionDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingSettlMethodElectionDateOffsetPeriod(43079) is specified. | Added EP208 | |
| 43081 | UnderlyingSettlMethodElectionDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 43082 | UnderlyingSettlMethodElectionDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | UnderlyingOptionExerciseDates | Dts | Added EP169 |
| 41822 | UnderlyingOptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise dates. | Added EP169 |
| Component(-) | UnderlyingOptionExerciseBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise dates. | Added EP169 |
| Repeating Group 41820 | NoUnderlyingOptionExerciseBusinessCenters | Added EP169 |
| 41821 | UnderlyingOptionExerciseBusinessCenter | Ctr | Required if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingOptionExerciseDateGrp | Dt | Added EP169 |
| Repeating Group 41841 | NoUnderlyingOptionExerciseDates | Added EP169 |
| 41842 | UnderlyingOptionExerciseDate | Dt | Required if NoUnderlyingOptionExerciseDates(41841) > 0. | Added EP169 | |
| 41843 | UnderlyingOptionExerciseDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 41823 | UnderlyingOptionExerciseEarliestDateOffsetDayType | ErlstOfstDayTyp | Added EP169 | ||
| 41824 | UnderlyingOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified. | Added EP169 | |
| 41825 | UnderlyingOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified. | Added EP169 | |
| 41826 | UnderlyingOptionExerciseFrequencyPeriod | FreqPeriod | Conditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified. | Added EP169 | |
| 41827 | UnderlyingOptionExerciseFrequencyUnit | FreqUnit | Conditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified. | Added EP169 | |
| 41828 | UnderlyingOptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP169 | ||
| 41829 | UnderlyingOptionExerciseStartDateRelativeTo | StartDtReltv | Added EP169 | ||
| 41830 | UnderlyingOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified. | Added EP169 | |
| 41831 | UnderlyingOptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified. | Added EP169 | |
| 41832 | UnderlyingOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP169 | ||
| 41833 | UnderlyingOptionExerciseStartDateAdjusted | StartDt | Added EP169 | ||
| 41834 | UnderlyingOptionExerciseSkip | Skip | Added EP169 | ||
| 41835 | UnderlyingOptionExerciseNominationDeadline | NomntnDdln | Added EP169 | ||
| 41836 | UnderlyingOptionExerciseFirstDateUnadjusted | FirstDtUnadj | Added EP169 | ||
| 41837 | UnderlyingOptionExerciseLastDateUnadjusted | LastDtUnadj | Added EP169 | ||
| 41838 | UnderlyingOptionExerciseEarliestTime | ErlstTm | Added EP169 | ||
| 41839 | UnderlyingOptionExerciseLatestTime | LtstTm | Added EP169 | ||
| 41840 | UnderlyingOptionExerciseTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | UnderlyingOptionExerciseExpiration | Exp | Added EP169 |
| 41846 | UnderlyingOptionExerciseExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates. | Added EP169 |
| Component(-) | UnderlyingOptionExerciseExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates. | Added EP169 |
| Repeating Group 41844 | NoUnderlyingOptionExerciseExpirationDateBusinessCenters | Added EP169 |
| 41845 | UnderlyingOptionExerciseExpirationDateBusinessCenter | Ctr | Required if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingOptionExerciseExpirationDateGrp | Dt | Added EP169 |
| Repeating Group 41856 | NoUnderlyingOptionExerciseExpirationDates | Added EP169 |
| 41857 | UnderlyingOptionExerciseExpirationDate | Dt | Required if NoUnderlyingOptionExpirationDates(41856) > 0. | Added EP169 | |
| 41858 | UnderlyingOptionExerciseExpirationDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 41847 | UnderlyingOptionExerciseExpirationDateRelativeTo | Reltv | Added EP169 | ||
| 41848 | UnderlyingOptionExerciseExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified. | Added EP169 | |
| 41849 | UnderlyingOptionExerciseExpirationDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified. | Added EP169 | |
| 41850 | UnderlyingOptionExerciseExpirationFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified. | Added EP169 | |
| 41851 | UnderlyingOptionExerciseExpirationFrequencyUnit | FreqUnit | Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified. | Added EP169 | |
| 41852 | UnderlyingOptionExerciseExpirationRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates. | Added EP169 | |
| 41853 | UnderlyingOptionExerciseExpirationDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41854 | UnderlyingOptionExerciseExpirationTime | Tm | Added EP169 | ||
| 41855 | UnderlyingOptionExerciseExpirationTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | UnderlyingOptionExerciseMakeWholeProvision | MakeWhole | Added EP208 |
| 42888 | UnderlyingMakeWholeDate | Dt | Added EP208 | ||
| 42889 | UnderlyingMakeWholeAmount | Amt | Added EP208 | ||
| 42890 | UnderlyingMakeWholeBenchmarkCurveName | Name | Added EP208 | ||
| 42891 | UnderlyingMakeWholeBenchmarkCurvePoint | Point | Added EP208 | ||
| 42892 | UnderlyingMakeWholeRecallSpread | Spread | Added EP208 | ||
| 42893 | UnderlyingMakeWholeBenchmarkQuote | Qte | Added EP208 | ||
| 42894 | UnderlyingMakeWholeInterpolationMethod | IntrpltnMeth | Added EP208 |
| end Component |
| end Component |
| Component(-) | UnderlyingStreamGrp | Strm | Added EP161 |
| Repeating Group 40540 | NoUnderlyingStreams | Added EP161 |
| Component(-) | UnderlyingStreamCommodity | Cmdty | Added EP169 |
| 41964 | UnderlyingStreamCommodityBase | Base | Added EP169 | ||
| 41965 | UnderlyingStreamCommodityType | CmdtyTyp | Added EP169 | ||
| 41966 | UnderlyingStreamCommoditySecurityID | ID | Conditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified. | Added EP169 | |
| 41967 | UnderlyingStreamCommoditySecurityIDSource | Src | Conditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified. | Added EP169 |
| Component(-) | UnderlyingStreamCommodityAltIDGrp | AID | Added EP169 |
| Repeating Group 41990 | NoUnderlyingStreamCommodityAltIDs | Added EP169 |
| 41991 | UnderlyingStreamCommodityAltID | AltID | Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. | Added EP169 | |
| 41992 | UnderlyingStreamCommodityAltIDSource | AltIDSrc | Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41968 | UnderlyingStreamCommodityDesc | Desc | Added EP169 | ||
| 41969 | EncodedUnderlyingStreamCommodityDescLen | EncDescLen | Must be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it. | Added EP169 | |
| 41970 | EncodedUnderlyingStreamCommodityDesc | EncDesc | Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 42589 | UnderlyingStreamCommodityDeliveryPricingRegion | DlvryPxngRgn | May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). | Added EP193 |
| Component(-) | UnderlyingStreamAssetAttributeGrp | AssetAttrib | Added EP169 |
| Repeating Group 41800 | NoUnderlyingStreamAssetAttributes | Added EP169 |
| 41801 | UnderlyingStreamAssetAttributeType | Typ | Required if NoUnderlyingStreamAssetAttributes(41800) > 0. | Added EP169 | |
| 41802 | UnderlyingStreamAssetAttributeValue | Val | Added EP169 | ||
| 41803 | UnderlyingStreamAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 41971 | UnderlyingStreamCommodityUnitOfMeasure | UOM | Added EP169 | ||
| 41972 | UnderlyingStreamCommodityCurrency | Ccy | Added EP169 | ||
| 41973 | UnderlyingStreamCommodityExchange | Exch | Added EP169 | ||
| 41974 | UnderlyingStreamCommodityRateSource | RtSrc | Added EP169 | ||
| 41975 | UnderlyingStreamCommodityRateReferencePage | RefPg | Added EP169 | ||
| 41976 | UnderlyingStreamCommodityRateReferencePageHeading | RefHdng | Added EP169 | ||
| 41977 | UnderlyingStreamDataProvider | DataPrvdr | Added EP169 |
| Component(-) | UnderlyingStreamCommodityDataSourceGrp | DataSrc | Added EP169 |
| Repeating Group 41993 | NoUnderlyingStreamCommodityDataSources | Added EP169 |
| 41994 | UnderlyingStreamCommodityDataSourceID | ID | Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. | Added EP169 | |
| 41995 | UnderlyingStreamCommodityDataSourceIDType | Typ | Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41978 | UnderlyingStreamCommodityPricingType | PxngTyp | Added EP169 | ||
| 41979 | UnderlyingStreamCommodityNearbySettlDayPeriod | Period | Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified. | Added EP169 | |
| 41980 | UnderlyingStreamCommodityNearbySettlDayUnit | Unit | Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified. | Added EP169 | |
| 41981 | UnderlyingStreamCommoditySettlDateUnadjusted | DtUnadj | Added EP169 | ||
| 41982 | UnderlyingStreamCommoditySettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates. | Added EP169 |
| Component(-) | UnderlyingStreamCommoditySettlBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates. | Added EP169 |
| Repeating Group 41962 | NoUnderlyingStreamCommoditySettlBusinessCenters | Added EP169 |
| 41963 | UnderlyingStreamCommoditySettlBusinessCenter | Ctr | Required if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41983 | UnderlyingStreamCommoditySettlDateAdjusted | Dt | Added EP169 | ||
| 41984 | UnderlyingStreamCommoditySettlMonth | Mo | Added EP169 | ||
| 41985 | UnderlyingStreamCommoditySettlDateRollPeriod | RollPeriod | Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified. | Added EP169 | |
| 41986 | UnderlyingStreamCommoditySettlDateRollUnit | RollUnit | Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified. | Added EP169 | |
| 41987 | UnderlyingStreamCommoditySettlDayType | DayTyp | Added EP169 |
| Component(-) | UnderlyingStreamCommoditySettlPeriodGrp | SettlPeriod | Added EP169 |
| Repeating Group 42002 | NoUnderlyingStreamCommoditySettlPeriods | Added EP169 |
| Component(-) | UnderlyingStreamCommoditySettlDayGrp | Day | Added EP169 |
| Repeating Group 41996 | NoUnderlyingStreamCommoditySettlDays | Added EP169 |
| 41997 | UnderlyingStreamCommoditySettlDay | Day | Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0. | Added EP169 | |
| 41998 | UnderlyingStreamCommoditySettlTotalHours | TotHrs | Added EP169 |
| Component(-) | UnderlyingStreamCommoditySettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41999 | NoUnderlyingStreamCommoditySettlTimes | Added EP169 |
| 42000 | UnderlyingStreamCommoditySettlStart | Start | Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. | Added EP169 | |
| 42001 | UnderlyingStreamCommoditySettlEnd | End | Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. | Added EP169 | |
| 41936 | UnderlyingStreamCommoditySettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 42014 | UnderlyingStreamCommoditySettlPeriodXID | XID | Added EP169 | ||
| 42015 | UnderlyingStreamCommoditySettlPeriodXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 41988 | UnderlyingStreamCommodityXID | XID | Added EP169 | ||
| 41989 | UnderlyingStreamCommodityXIDRef | XIDRef | Added EP169 |
| end Component |
| Component(-) | UnderlyingStreamEffectiveDate | EfctvDt | Added EP161 |
| 40057 | UnderlyingStreamEffectiveDateUnadjusted | DtUnadj | Added EP161 | ||
| 40058 | UnderlyingStreamEffectiveDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's stream effective dates. | Added EP161 |
| Component(-) | UnderlyingStreamEffectiveDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's stream effective dates. | Added EP161 |
| Repeating Group 40975 | NoUnderlyingStreamEffectiveDateBusinessCenters | Added EP161 |
| 40059 | UnderlyingStreamEffectiveDateBusinessCenter | Ctr | Required if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40060 | UnderlyingStreamEffectiveDateRelativeTo | Reltv | Added EP161 | ||
| 40061 | UnderlyingStreamEffectiveDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified. | Added EP161 | |
| 40062 | UnderlyingStreamEffectiveDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified. | Added EP161 | |
| 40063 | UnderlyingStreamEffectiveDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40064 | UnderlyingStreamEffectiveDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | UnderlyingStreamTerminationDate | TrmtnDt | Added EP161 |
| 40548 | UnderlyingStreamTerminationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40549 | UnderlyingStreamTerminationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's termination date of the stream. | Added EP161 |
| Component(-) | UnderlyingStreamTerminationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's termination date of the stream. | Added EP161 |
| Repeating Group 40976 | NoUnderlyingStreamTerminationDateBusinessCenters | Added EP161 |
| 40550 | UnderlyingStreamTerminationDateBusinessCenter | Ctr | Required if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40551 | UnderlyingStreamTerminationDateRelativeTo | Reltv | Added EP161 | ||
| 40552 | UnderlyingStreamTerminationDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified. | Added EP161 | |
| 40553 | UnderlyingStreamTerminationDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified. | Added EP161 | |
| 40554 | UnderlyingStreamTerminationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40555 | UnderlyingStreamTerminationDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | UnderlyingStreamCalculationPeriodDates | CalcDts | Added EP161 |
| 41957 | UnderlyingStreamCalculationPeriodDatesXID | XID | Added EP169 | ||
| 41958 | UnderlyingStreamCalculationPeriodDatesXIDRef | XIDRef | Added EP169 | ||
| 40556 | UnderlyingStreamCalculationPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. | Added EP161 Updated EP169 |
| Component(-) | UnderlyingStreamCalculationPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. | Added EP161 |
| Repeating Group 40973 | NoUnderlyingStreamCalculationPeriodBusinessCenters | Added EP161 |
| 40557 | UnderlyingStreamCalculationPeriodBusinessCenter | Ctr | Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingStreamCalculationPeriodDateGrp | CalcDt | Added EP169 |
| Repeating Group 41954 | NoUnderlyingStreamCalculationPeriodDates | Added EP169 |
| 41955 | UnderlyingStreamCalculationPeriodDate | Dt | Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0. | Added EP169 | |
| 41956 | UnderlyingStreamCalculationPeriodDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40558 | UnderlyingStreamFirstPeriodStartDateUnadjusted | FirstStartDtUnadj | Added EP161 | ||
| 40559 | UnderlyingStreamFirstPeriodStartDateBusinessDayConvention | FirstStartDtBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. | Added EP161 |
| Component(-) | UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. | Added EP161 |
| Repeating Group 40974 | NoUnderlyingStreamFirstPeriodStartDateBusinessCenters | Added EP161 |
| 40560 | UnderlyingStreamFirstPeriodStartDateBusinessCenter | FirstStartDtBizCtr | Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40561 | UnderlyingStreamFirstPeriodStartDateAdjusted | FirstStartDt | Added EP161 | ||
| 40562 | UnderlyingStreamFirstRegularPeriodStartDateUnadjusted | FirstReglrStartDtUnadj | Added EP161 | ||
| 40563 | UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted | FirstCmpndgEndDtUnadj | Added EP161 | ||
| 40564 | UnderlyingStreamLastRegularPeriodEndDateUnadjusted | LastReglrEndDtUnadj | Added EP161 | ||
| 40565 | UnderlyingStreamCalculationFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingStreamCalculationFrequencyUnit(40566) is specified. | Added EP161 Updated EP271 | |
| 40566 | UnderlyingStreamCalculationFrequencyUnit | FreqUnit | Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified. | Added EP161 | |
| 40567 | UnderlyingStreamCalculationRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. | Added EP161 | |
| 41959 | UnderlyingStreamCalculationBalanceOfFirstPeriod | BalFirst | Added EP169 | ||
| 41960 | UnderlyingStreamCalculationCorrectionPeriod | CrrctnPeriod | Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified. | Added EP169 | |
| 41961 | UnderlyingStreamCalculationCorrectionUnit | CrrctnUnit | Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified. | Added EP169 |
| end Component |
| Component(-) | UnderlyingPaymentStream | PmtStrm | Added EP161 |
| Component(-) | UnderlyingPaymentStreamPaymentDates | PmtDts | Added EP161 |
| 40581 | UnderlyingPaymentStreamPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's payment dates. | Added EP161 |
| Component(-) | UnderlyingPaymentStreamPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's payment dates. | Added EP161 |
| Repeating Group 40969 | NoUnderlyingPaymentStreamPaymentDateBusinessCenters | Added EP161 |
| 40582 | UnderlyingPaymentStreamPaymentDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamPaymentDateGrp | PmtDt | Added EP169 |
| Repeating Group 41937 | NoUnderlyingPaymentStreamPaymentDates | Added EP169 |
| 41938 | UnderlyingPaymentStreamPaymentDate | Dt | Required if NoUnderlyingPaymentStreamPaymentDates(41937) > 0. | Added EP169 | |
| 41939 | UnderlyingPaymentStreamPaymentDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40583 | UnderlyingPaymentStreamPaymentFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified. | Added EP161 | |
| 40584 | UnderlyingPaymentStreamPaymentFrequencyUnit | FreqUnit | Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified. | Added EP161 | |
| 40585 | UnderlyingPaymentStreamPaymentRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. | Added EP161 | |
| 40586 | UnderlyingPaymentStreamFirstPaymentDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40587 | UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted | LastReglrDtUnadj | Added EP161 | ||
| 40588 | UnderlyingPaymentStreamPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40589 | UnderlyingPaymentStreamPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified. | Added EP161 | |
| 40590 | UnderlyingPaymentStreamPaymentDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified. | Added EP161 | |
| 40591 | UnderlyingPaymentStreamPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 41940 | UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator | MADts | Added EP169 |
| Component(-) | UnderlyingPaymentStreamFinalPricePaymentDate | FnlPxPmt | Added EP208 |
| 42949 | UnderlyingPaymentStreamFinalPricePaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42950 | UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42951 | UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified. | Added EP208 | |
| 42952 | UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified. | Added EP208 | |
| 42953 | UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42954 | UnderlyingPaymentStreamFinalPricePaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| end Component |
| Component(-) | UnderlyingPaymentStreamResetDates | ResetDts | Added EP161 |
| 40592 | UnderlyingPaymentStreamResetDateRelativeTo | Reltv | Added EP161 | ||
| 40593 | UnderlyingPaymentStreamResetDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Component(-) | UnderlyingPaymentStreamResetDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Repeating Group 40970 | NoUnderlyingPaymentStreamResetDateBusinessCenters | Added EP161 |
| 40594 | UnderlyingPaymentStreamResetDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40595 | UnderlyingPaymentStreamResetFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified. | Added EP161 | |
| 40596 | UnderlyingPaymentStreamResetFrequencyUnit | FreqUnit | Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified. | Added EP161 | |
| 40597 | UnderlyingPaymentStreamResetWeeklyRollConvention | WklyRoll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates. | Added EP161 | |
| 40598 | UnderlyingPaymentStreamInitialFixingDateRelativeTo | InitReltv | Added EP161 | ||
| 40599 | UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention | InitBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Component(-) | UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp | InitBizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Repeating Group 40971 | NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters | Added EP161 |
| 40600 | UnderlyingPaymentStreamInitialFixingDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40601 | UnderlyingPaymentStreamInitialFixingDateOffsetPeriod | InitPeriod | Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified. | Added EP161 | |
| 40602 | UnderlyingPaymentStreamInitialFixingDateOffsetUnit | InitUnit | Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified. | Added EP161 | |
| 40603 | UnderlyingPaymentStreamInitialFixingDateOffsetDayType | InitDayTyp | Added EP161 | ||
| 40604 | UnderlyingPaymentStreamInitialFixingDateAdjusted | InitDt | Added EP161 | ||
| 40605 | UnderlyingPaymentStreamFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40606 | UnderlyingPaymentStreamFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Component(-) | UnderlyingPaymentStreamFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Repeating Group 40972 | NoUnderlyingPaymentStreamFixingDateBusinessCenters | Added EP161 |
| 40607 | UnderlyingPaymentStreamFixingDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40608 | UnderlyingPaymentStreamFixingDateOffsetPeriod | FixngPeriod | Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified. | Added EP161 | |
| 40609 | UnderlyingPaymentStreamFixingDateOffsetUnit | FixngUnit | Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified. | Added EP161 | |
| 40610 | UnderlyingPaymentStreamFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 40611 | UnderlyingPaymentStreamFixingDateAdjusted | FixngDt | Added EP161 | ||
| 40612 | UnderlyingPaymentStreamRateCutoffDateOffsetPeriod | CutoffPeriod | Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified. | Added EP161 Updated EP208 | |
| 40613 | UnderlyingPaymentStreamRateCutoffDateOffsetUnit | CutoffUnit | Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified. | Added EP161 Updated EP208 | |
| 40614 | UnderlyingPaymentStreamRateCutoffDateOffsetDayType | CutoffDayTyp | Added EP161 |
| Component(-) | UnderlyingPaymentStreamFixingDateGrp | FixngDt | Added EP208 |
| Repeating Group 42955 | NoUnderlyingPaymentStreamFixingDates | Added EP208 |
| 42956 | UnderlyingPaymentStreamFixingDate | Dt | Required if NoUnderlyingPaymentStreamFixingDates(42955) > 0. | Added EP208 | |
| 42957 | UnderlyingPaymentStreamFixingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | UnderlyingPaymentStreamFixedRate | Fixed | Added EP161 |
| 40615 | UnderlyingPaymentStreamRate | Rt | Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616). | Added EP161 | |
| 40616 | UnderlyingPaymentStreamFixedAmount | Amt | Mutually exclusive with UnderlyingPaymentStreamRate(40615). | Added EP161 | |
| 40617 | UnderlyingPaymentStreamRateOrAmountCurrency | Ccy | Added EP161 | ||
| 41904 | UnderlyingPaymentStreamFixedAmountUnitOfMeasure | FixedAmtUOM | Added EP169 | ||
| 41905 | UnderlyingPaymentStreamTotalFixedAmount | FixedAmt | Added EP169 | ||
| 40618 | UnderlyingPaymentStreamFutureValueNotional | FutValNotl | Added EP161 | ||
| 40619 | UnderlyingPaymentStreamFutureValueDateAdjusted | FutValDt | Added EP161 | ||
| 41906 | UnderlyingPaymentStreamWorldScaleRate | WorldScaleRt | Added EP169 | ||
| 41907 | UnderlyingPaymentStreamContractPrice | CtrctPx | Added EP169 | ||
| 41908 | UnderlyingPaymentStreamContractPriceCurrency | CtrctPxCcy | Added EP169 |
| end Component |
| Component(-) | UnderlyingPaymentStreamFloatingRate | Float | Added EP161 |
| 40620 | UnderlyingPaymentStreamRateIndex | Ndx | Added EP161 | ||
| 40621 | UnderlyingPaymentStreamRateIndexSource | NdxSrc | Added EP161 | ||
| 43092 | UnderlyingPaymentStreamRateIndexID | NdxID | Conditionally required when UnderlyingPaymentStreamRateIndexIDSource(43093) is specified. | Added EP235 | |
| 43093 | UnderlyingPaymentStreamRateIndexIDSource | NdxIDSrc | Conditionally required when UnderlyingPaymentStreamRateIndexID(43092) is specified. | Added EP235 | |
| 40622 | UnderlyingPaymentStreamRateIndexCurveUnit | NdxUnit | Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified. | Added EP161 | |
| 40623 | UnderlyingPaymentStreamRateIndexCurvePeriod | NdxPeriod | Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified. | Added EP161 | |
| 43120 | UnderlyingPaymentStreamRateIndex2 | Ndx2 | Added EP271 | ||
| 43121 | UnderlyingPaymentStreamRateIndex2Source | Ndx2Src | Added EP271 | ||
| 43122 | UnderlyingPaymentStreamRateIndex2ID | Ndx2ID | Conditionally required when UnderlyingPaymentStreamRateIndex2IDSource(43123) is specified. | Added EP271 | |
| 43123 | UnderlyingPaymentStreamRateIndex2IDSource | Ndx2IDSrc | Conditionally required when UnderlyingPaymentStreamRateIndex2ID(43122) is specified. | Added EP271 | |
| 41911 | UnderlyingPaymentStreamRateIndex2CurveUnit | Ndx2Unit | Conditionally required when UnderlyingPaymentStreamRateIndex2CurvePeriod(41912) is specified. | Added EP169 Updated EP271 | |
| 41912 | UnderlyingPaymentStreamRateIndex2CurvePeriod | Ndx2Period | Conditionally required when UnderlyingPaymentStreamRateIndex2CurveUnit(41911) is specified. | Added EP169 Updated EP271 | |
| 41913 | UnderlyingPaymentStreamRateIndexLocation | NdxLctn | Added EP169 | ||
| 41914 | UnderlyingPaymentStreamRateIndexLevel | NdxLvl | Added EP169 | ||
| 41915 | UnderlyingPaymentStreamRateIndexUnitOfMeasure | NdxUOM | Added EP169 | ||
| 41916 | UnderlyingPaymentStreamSettlLevel | SettlLvl | Added EP169 | ||
| 41917 | UnderlyingPaymentStreamReferenceLevel | RefLvl | Added EP169 | ||
| 41918 | UnderlyingPaymentStreamReferenceLevelUnitOfMeasure | RefUOM | Added EP169 | ||
| 41919 | UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicator | RefLvlZero | Added EP169 | ||
| 40624 | UnderlyingPaymentStreamRateMultiplier | RtMult | Added EP161 | ||
| 40625 | UnderlyingPaymentStreamRateSpread | Spread | Added EP161 | ||
| 41920 | UnderlyingPaymentStreamRateSpreadCurrency | SpreadCcy | Added EP169 | ||
| 41921 | UnderlyingPaymentStreamRateSpreadUnitOfMeasure | SpreadUOM | Added EP169 | ||
| 41922 | UnderlyingPaymentStreamRateConversionFactor | RtFctr | Added EP169 | ||
| 41923 | UnderlyingPaymentStreamRateSpreadType | SpreadTyp | Added EP169 | ||
| 40626 | UnderlyingPaymentStreamRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40627 | UnderlyingPaymentStreamRateTreatment | RtTrtmt | Added EP161 | ||
| 40628 | UnderlyingPaymentStreamCapRate | CapRt | Added EP161 | ||
| 40629 | UnderlyingPaymentStreamCapRateBuySide | CapRtBuy | Added EP161 | ||
| 40630 | UnderlyingPaymentStreamCapRateSellSide | CapRtSell | Added EP161 | ||
| 40631 | UnderlyingPaymentStreamFloorRate | FlrRt | Added EP161 | ||
| 40632 | UnderlyingPaymentStreamFloorRateBuySide | FlrRtBuy | Added EP161 | ||
| 40633 | UnderlyingPaymentStreamFloorRateSellSide | FlrRtSell | Added EP161 | ||
| 40634 | UnderlyingPaymentStreamInitialRate | InitRt | Added EP161 | ||
| 41924 | UnderlyingPaymentStreamLastResetRate | LastResetRt | Added EP169 | ||
| 41925 | UnderlyingPaymentStreamFinalRate | FnlRt | Added EP169 | ||
| 40635 | UnderlyingPaymentStreamFinalRateRoundingDirection | FnlRtRndDirctn | Added EP161 | ||
| 40636 | UnderlyingPaymentStreamFinalRatePrecision | FnlRtPrcsn | Added EP161 | ||
| 40637 | UnderlyingPaymentStreamAveragingMethod | AvgngMeth | Added EP161 | ||
| 40638 | UnderlyingPaymentStreamNegativeRateTreatment | NegtvRtTrtmt | Added EP161 | ||
| 41926 | UnderlyingPaymentStreamCalculationLagPeriod | CalcLagPeriod | Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified. | Added EP169 | |
| 41927 | UnderlyingPaymentStreamCalculationLagUnit | CalcLagUnit | Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified. | Added EP169 | |
| 42958 | UnderlyingPaymentStreamFirstObservationDateUnadjusted | FirstObsvtnDtUnadj | Added EP208 | ||
| 42959 | UnderlyingPaymentStreamFirstObservationDateRelativeTo | FirstObsvtnReltv | Added EP208 | ||
| 42960 | UnderlyingPaymentStreamFirstObservationDateOffsetDayType | FirstObsvtnOfstDayTyp | Added EP208 | ||
| 41928 | UnderlyingPaymentStreamFirstObservationDateOffsetPeriod | FirstObsvtnOfstPeriod | Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified. | Added EP169 | |
| 41929 | UnderlyingPaymentStreamFirstObservationDateOffsetUnit | FirstObsvtnOfstUnit | Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified. | Added EP169 | |
| 42961 | UnderlyingPaymentStreamFirstObservationDateAdjusted | FirstObsvtnDt | Added EP208 | ||
| 41930 | UnderlyingPaymentStreamPricingDayType | PxngDayTyp | Added EP169 | ||
| 41931 | UnderlyingPaymentStreamPricingDayDistribution | PxngDayDistrib | Added EP169 | ||
| 41932 | UnderlyingPaymentStreamPricingDayCount | PxngDayCnt | Added EP169 | ||
| 41933 | UnderlyingPaymentStreamPricingBusinessCalendar | PxngClndr | Added EP169 | ||
| 41934 | UnderlyingPaymentStreamPricingBusinessDayConvention | PxngBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates. | Added EP169 |
| Component(-) | UnderlyingPaymentStreamPricingBusinessCenterGrp | PxngBizCtr | Added EP169 |
| Repeating Group 41909 | NoUnderlyingPaymentStreamPricingBusinessCenters | Added EP169 |
| 41910 | UnderlyingPaymentStreamPricingBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamPricingDayGrp | PxngDay | Added EP169 |
| Repeating Group 41944 | NoUnderlyingPaymentStreamPricingDays | Added EP169 |
| 41945 | UnderlyingPaymentStreamPricingDayOfWeek | DayOfWk | Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0. | Added EP169 | |
| 41946 | UnderlyingPaymentStreamPricingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamPricingDateGrp | PxngDt | Added EP169 |
| Repeating Group 41941 | NoUnderlyingPaymentStreamPricingDates | Added EP169 |
| 41942 | UnderlyingPaymentStreamPricingDate | Dt | Required if NoUnderlyingPaymentStreamPricingDates(41941) > 0. | Added EP169 | |
| 41943 | UnderlyingPaymentStreamPricingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40639 | UnderlyingPaymentStreamInflationLagPeriod | LagPeriod | Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified. | Added EP161 | |
| 40640 | UnderlyingPaymentStreamInflationLagUnit | LagUnit | Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified. | Added EP161 | |
| 40641 | UnderlyingPaymentStreamInflationLagDayType | LagDayTyp | Added EP161 | ||
| 40642 | UnderlyingPaymentStreamInflationInterpolationMethod | IntrpltnMeth | Added EP161 | ||
| 40643 | UnderlyingPaymentStreamInflationIndexSource | InfltnNdxSrc | Added EP161 | ||
| 40644 | UnderlyingPaymentStreamInflationPublicationSource | PublctnSrc | Added EP161 | ||
| 40645 | UnderlyingPaymentStreamInflationInitialIndexLevel | InitLvl | Added EP161 | ||
| 40646 | UnderlyingPaymentStreamInflationFallbackBondApplicable | FallbckBond | Added EP161 | ||
| 40647 | UnderlyingPaymentStreamFRADiscounting | FRADisc | Added EP161 | ||
| 42962 | UnderlyingPaymentStreamUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | UnderlyingPaymentStreamFormula | Frmla | Added EP208 |
| 42978 | UnderlyingPaymentStreamFormulaCurrency | Ccy | Added EP208 | ||
| 42979 | UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod | CcyDtrmnMeth | Added EP208 | ||
| 42980 | UnderlyingPaymentStreamFormulaReferenceAmount | RefAmt | Added EP208 |
| Component(-) | UnderlyingPaymentStreamFormulaMathGrp | Math | Added EP208 |
| Repeating Group 42981 | NoUnderlyingPaymentStreamFormulas | Added EP208 |
| 43111 | UnderlyingPaymentStreamFormulaLength | FrmlaLen | Required if NoUnderlyingPaymentStreamFormulas(42981) > 0 | Added EP259 | |
| 42982 | UnderlyingPaymentStreamFormula | Frmla | Required if NoUnderlyingPaymentStreamFormulas(42981) > 0. | Added EP208 | |
| 42983 | UnderlyingPaymentStreamFormulaDesc | Desc | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamFormulaImage | Img | Added EP208 |
| 42947 | UnderlyingPaymentStreamFormulaImageLength | FrmlaImgLen | Conditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified. | Added EP208 | |
| 42948 | UnderlyingPaymentStreamFormulaImage | FrmlaImg | Conditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified. | Added EP208 |
| end Component |
| end Component |
| Component(-) | UnderlyingDividendConditions | DividendConds | Added EP208 |
| 42826 | UnderlyingDividendReinvestmentIndicator | RnvstmntInd | Added EP208 | ||
| 42827 | UnderlyingDividendEntitlementEvent | EntlmntEvnt | Added EP208 | ||
| 42828 | UnderlyingDividendAmountType | AmtTyp | Added EP208 | ||
| 42829 | UnderlyingDividendUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | UnderlyingDividendPeriodGrp | Period | Added EP208 |
| Repeating Group 42862 | NoUnderlyingDividendPeriods | Added EP208 |
| 42863 | UnderlyingDividendPeriodSequence | Seq | Required if NoUnderlyingDividendPeriods(42862) > 0. | Added EP208 | |
| 42864 | UnderlyingDividendPeriodStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42865 | UnderlyingDividendPeriodEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42866 | UnderlyingDividendPeriodUnderlierRefID | UndlrRefID | When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance. | Added EP208 | |
| 42867 | UnderlyingDividendPeriodStrikePrice | StrkPx | Added EP208 | ||
| 42868 | UnderlyingDividendPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance. | Added EP208 |
| Component(-) | UnderlyingDividendPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance. | Added EP208 |
| Repeating Group 42882 | NoUnderlyingDividendPeriodBusinessCenters | Added EP208 |
| 42883 | UnderlyingDividendPeriodBusinessCenter | Ctr | Required if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42869 | UnderlyingDividendPeriodValuationDateUnadjusted | ValDtUnadj | Added EP208 | ||
| 42870 | UnderlyingDividendPeriodValuationDateRelativeTo | ValDtReltv | Added EP208 | ||
| 42871 | UnderlyingDividendPeriodValuationDateOffsetPeriod | ValDtOfstPeriod | Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified. | Added EP208 | |
| 42872 | UnderlyingDividendPeriodValuationDateOffsetUnit | ValDtOfstUnit | Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified. | Added EP208 | |
| 42873 | UnderlyingDividendPeriodValuationDateOffsetDayType | ValDtOfstDayTyp | Added EP208 | ||
| 42874 | UnderlyingDividendPeriodValuationDateAdjusted | ValDt | Added EP208 | ||
| 42875 | UnderlyingDividendPeriodPaymentDateUnadjusted | PmtDtUnadj | Added EP208 | ||
| 42876 | UnderlyingDividendPeriodPaymentDateRelativeTo | PmtDtReltv | Added EP208 | ||
| 42877 | UnderlyingDividendPeriodPaymentDateOffsetPeriod | PmtDtOfstPeriod | Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified. | Added EP208 | |
| 42878 | UnderlyingDividendPeriodPaymentDateOffsetUnit | PmtDtOfstUnit | Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified. | Added EP208 | |
| 42879 | UnderlyingDividendPeriodPaymentDateOffsetDayType | PmtDtOfstDayTyp | Added EP208 | ||
| 42880 | UnderlyingDividendPeriodPaymentDateAdjusted | PmtDt | Added EP208 | ||
| 42881 | UnderlyingDividendPeriodXID | XID | Added EP208 |
| end Repeating Group |
| end Component |
| 42830 | UnderlyingExtraordinaryDividendPartySide | ExtrordSide | Added EP208 | ||
| 42831 | UnderlyingExtraordinaryDividendAmountType | ExtrordAmtTyp | Added EP208 | ||
| 42832 | UnderlyingExtraordinaryDividendCurrency | ExtrordCcy | Added EP208 | ||
| 42833 | UnderlyingExtraordinaryDividendDeterminationMethod | ExtrordDtrmnMeth | Added EP208 |
| Component(-) | UnderlyingDividendFXTriggerDate | FXTrgrDt | Added EP208 |
| 42846 | UnderlyingDividendFXTriggerDateRelativeTo | Reltv | Added EP208 | ||
| 42847 | UnderlyingDividendFXTriggerDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified. | Added EP208 | |
| 42848 | UnderlyingDividendFXTriggerDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified. | Added EP208 | |
| 42849 | UnderlyingDividendFXTriggerDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42850 | UnderlyingDividendFXTriggerDateUnadjusted | DtUnadj | Added EP208 | ||
| 42851 | UnderlyingDividendFXTriggerDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate. | Added EP208 |
| Component(-) | UnderlyingDividendFXTriggerDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate. | Added EP208 |
| Repeating Group 42853 | NoUnderlyingDividendFXTriggerDateBusinessCenters | Added EP208 |
| 42854 | UnderlyingDividendFXTriggerDateBusinessCenter | Ctr | Required if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42852 | UnderlyingDividendFXTriggerDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | UnderlyingDividendAccrualFloatingRate | AcrlFloat | Added EP208 |
| end Component |
| 42834 | UnderlyingDividendAccrualFixedRate | AcrlFixedRt | Added EP208 |
| Component(-) | UnderlyingDividendAccrualPaymentDate | AcrlPmtDt | Added EP208 |
| 42819 | UnderlyingDividendAccrualPaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42820 | UnderlyingDividendAccrualPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified. | Added EP208 | |
| 42821 | UnderlyingDividendAccrualPaymentDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified. | Added EP208 | |
| 42822 | UnderlyingDividendAccrualPaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42823 | UnderlyingDividendAccrualPaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42824 | UnderlyingDividendAccrualPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate. | Added EP208 |
| Component(-) | UnderlyingDividendAccrualPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate. | Added EP208 |
| Repeating Group 42799 | NoUnderlyingDividendAccrualPaymentDateBusinessCenters | Added EP208 |
| 42800 | UnderlyingDividendAccrualPaymentDateBusinessCenter | Ctr | Required if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42825 | UnderlyingDividendAccrualPaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| 42835 | UnderlyingDividendCompoundingMethod | CmpndgMeth | Added EP208 | ||
| 42836 | UnderlyingDividendNumOfIndexUnits | NumNdxUnits | Added EP208 | ||
| 42837 | UnderlyingDividendCashPercentage | CshPctage | Added EP208 | ||
| 42838 | UnderlyingDividendCashEquivalentPercentage | CshEqvlntPctage | Added EP208 | ||
| 42839 | UnderlyingNonCashDividendTreatment | NonCshTrtmt | Added EP208 | ||
| 42840 | UnderlyingDividendComposition | Cmpstn | Added EP208 | ||
| 42841 | UnderlyingSpecialDividendsIndicator | SpeclDividendInd | Added EP208 | ||
| 42842 | UnderlyingMaterialDividendsIndicator | MtrlDividendInd | Added EP208 | ||
| 42843 | UnderlyingOptionsExchangeDividendsIndicator | ExchDividendInd | Added EP208 | ||
| 42844 | UnderlyingAdditionalDividendsIndicator | AddtnlDividendInd | Added EP208 | ||
| 42845 | UnderlyingAllDividendsIndicator | AllDividendInd | Added EP208 |
| end Component |
| 42963 | UnderlyingReturnRateNotionalReset | RtnRtNotlReset | Added EP208 |
| Component(-) | UnderlyingReturnRateGrp | RtnRt | Added EP208 |
| Repeating Group 43034 | NoUnderlyingReturnRates | Added EP208 |
| 43035 | UnderlyingReturnRatePriceSequence | PxSeq | Required if NoUnderlyingReturnRates(43034) > 0. | Added EP208 | |
| 43036 | UnderlyingReturnRateCommissionBasis | CommBasis | Added EP208 | ||
| 43037 | UnderlyingReturnRateCommissionAmount | CommAmt | Added EP208 | ||
| 43038 | UnderlyingReturnRateCommissionCurrency | CommCcy | If not specified, this is defaulted to the reporting currency. | Added EP208 | |
| 43039 | UnderlyingReturnRateTotalCommissionPerTrade | TotCommPerTrd | Added EP208 | ||
| 43040 | UnderlyingReturnRateDeterminationMethod | DtrmnMeth | Added EP208 |
| Component(-) | UnderlyingReturnRatePriceGrp | Px | Added EP208 |
| Repeating Group 43064 | NoUnderlyingReturnRatePrices | Added EP208 |
| 43065 | UnderlyingReturnRatePriceBasis | PxBasis | Required if NoUnderlyingReturnRatePrices(43064) > 0. | Added EP208 | |
| 43066 | UnderlyingReturnRatePrice | Px | Added EP208 | ||
| 43067 | UnderlyingReturnRatePriceCurrency | Ccy | Added EP208 | ||
| 43068 | UnderlyingReturnRatePriceType | PxTyp | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingReturnRateFXConversionGrp | FxCnvrsn | Added EP208 |
| Repeating Group 43030 | NoUnderlyingReturnRateFXConversions | Added EP208 |
| 43031 | UnderlyingReturnRateFXCurrencySymbol | CcySym | Required if NoUnderlyingReturnRateFXConversions(43030) > 0. | Added EP208 | |
| 43032 | UnderlyingReturnRateFXRate | FxRt | Required if NoUnderlyingReturnRateFXConversions(43030) > 0. | Added EP208 | |
| 43033 | UnderlyingReturnRateFXRateCalc | FxRtCalc | Added EP208 |
| end Repeating Group |
| end Component |
| 43041 | UnderlyingReturnRateAmountRelativeTo | AmtReltv | Added EP208 | ||
| 43042 | UnderlyingReturnRateQuoteMeasureType | QteTyp | Added EP208 | ||
| 43043 | UnderlyingReturnRateQuoteUnits | QteUnit | Added EP208 | ||
| 43044 | UnderlyingReturnRateQuoteMethod | QteMeth | Added EP208 | ||
| 43045 | UnderlyingReturnRateQuoteCurrency | QteCcy | Added EP208 | ||
| 43046 | UnderlyingReturnRateQuoteCurrencyType | QteCcyTyp | Added EP208 | ||
| 43047 | UnderlyingReturnRateQuoteTimeType | QteTmTyp | Mutually exclusive with UnderlyingReturnRateQuoteTime(43048). | Added EP208 | |
| 43048 | UnderlyingReturnRateQuoteTime | QteTm | Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047). | Added EP208 | |
| 43049 | UnderlyingReturnRateQuoteDate | QteDt | Added EP208 | ||
| 43050 | UnderlyingReturnRateQuoteExpirationTime | QteExpTm | Added EP208 | ||
| 43051 | UnderlyingReturnRateQuoteBusinessCenter | QteBizCtr | Added EP208 | ||
| 43052 | UnderlyingReturnRateQuoteExchange | QteExch | Added EP208 |
| Component(-) | UnderlyingReturnRateInformationSourceGrp | InfoSrc | Added EP208 |
| Repeating Group 43060 | NoUnderlyingReturnRateInformationSources | Added EP208 |
| 43061 | UnderlyingReturnRateInformationSource | RtSrc | Required if NoUnderlyingReturnRateInformationSources(43060) > 0. | Added EP208 | |
| 43062 | UnderlyingReturnRateReferencePage | RefPg | Added EP208 | ||
| 43063 | UnderlyingReturnRateReferencePageHeading | RefHdng | Added EP208 |
| end Repeating Group |
| end Component |
| 43053 | UnderlyingReturnRateQuotePricingModel | QteModel | Added EP208 | ||
| 43054 | UnderlyingReturnRateCashFlowType | CshFlow | Added EP208 |
| Component(-) | UnderlyingReturnRateDateGrp | Dt | Added EP208 |
| Repeating Group 43008 | NoUnderlyingReturnRateDates | Added EP208 |
| 43009 | UnderlyingReturnRateDateMode | Mode | Required if NoUnderlyingReturnRateDates(43008) > 0. | Added EP208 |
| Component(-) | UnderlyingReturnRateValuationDateGrp | Val | Added EP208 |
| Repeating Group 43071 | NoUnderlyingReturnRateValuationDates | Added EP208 |
| 43072 | UnderlyingReturnRateValuationDate | Dt | Required if NoUnderlyingReturnRateValuationDates(43071) > 0. | Added EP208 | |
| 43073 | UnderlyingReturnRateValuationDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 43010 | UnderlyingReturnRateValuationDateRelativeTo | Reltv | Added EP208 | ||
| 43011 | UnderlyingReturnRateValuationDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified. | Added EP208 | |
| 43012 | UnderlyingReturnRateValuationDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified. | Added EP208 | |
| 43013 | UnderlyingReturnRateValuationDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 43014 | UnderlyingReturnRateValuationStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 43015 | UnderlyingReturnRateValuationStartDateRelativeTo | StartDtReltv | Added EP208 | ||
| 43016 | UnderlyingReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified. | Added EP208 | |
| 43017 | UnderlyingReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified. | Added EP208 | |
| 43018 | UnderlyingReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp | Added EP208 | ||
| 43019 | UnderlyingReturnRateValuationStartDateAdjusted | StartDt | Added EP208 | ||
| 43020 | UnderlyingReturnRateValuationEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 43021 | UnderlyingReturnRateValuationEndDateRelativeTo | EndDtReltv | Added EP208 | ||
| 43022 | UnderlyingReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod | Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified. | Added EP208 | |
| 43023 | UnderlyingReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit | Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified. | Added EP208 | |
| 43024 | UnderlyingReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp | Added EP208 | ||
| 43025 | UnderlyingReturnRateValuationEndDateAdjusted | EndDt | Added EP208 | ||
| 43026 | UnderlyingReturnRateValuationFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified. | Added EP208 | |
| 43027 | UnderlyingReturnRateValuationFrequencyUnit | FreqUnit | Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified. | Added EP208 | |
| 43028 | UnderlyingReturnRateValuationFrequencyRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates. | Added EP208 | |
| 43029 | UnderlyingReturnRateValuationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 |
| Component(-) | UnderlyingReturnRateValuationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
| Repeating Group 43069 | NoUnderlyingReturnRateValuationDateBusinessCenters | Added EP208 |
| 43070 | UnderlyingReturnRateValuationDateBusinessCenter | Ctr | Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 43055 | UnderlyingReturnRateValuationTimeType | ValTmTyp | Mutually exclusive with UnderlyingReturnRateValuationTime(43056) | Added EP208 | |
| 43056 | UnderlyingReturnRateValuationTime | ValTm | Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055). | Added EP208 | |
| 43057 | UnderlyingReturnRateValuationTimeBusinessCenter | ValTmBizCtr | Added EP208 | ||
| 43058 | UnderlyingReturnRateValuationPriceOption | ValPxOpt | Added EP208 | ||
| 43059 | UnderlyingReturnRateFinalPriceFallback | FnlPxFallbck | Added EP208 |
| end Repeating Group |
| end Component |
| end Component |
| 42900 | UnderlyingPaymentStreamCompoundingFixedRate | CmpndgFixedRt | Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component. | Added EP208 |
| Component(-) | UnderlyingPaymentStreamCompoundingFloatingRate | CmpndgFloat | Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896). | Added EP208 |
| end Component |
| Component(-) | UnderlyingPaymentStreamCompoundingDates | CmpndgDts | Added EP208 |
| 42904 | UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates. | Added EP208 |
| Component(-) | UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates. | Added EP208 |
| Repeating Group 42915 | NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters | Added EP208 |
| 42916 | UnderlyingPaymentStreamCompoundingDatesBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamCompoundingDateGrp | CmpndgDt | Added EP208 |
| Repeating Group 42901 | NoUnderlyingPaymentStreamCompoundingDates | Added EP208 |
| 42902 | UnderlyingPaymentStreamCompoundingDate | Dt | Required if NoUnderlyingPaymentStreamCompoundingDates(42901) > 0. | Added EP208 | |
| 42903 | UnderlyingPaymentStreamCompoundingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 42905 | UnderlyingPaymentStreamCompoundingDatesRelativeTo | Reltv | Added EP208 | ||
| 42906 | UnderlyingPaymentStreamCompoundingDatesOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified. | Added EP208 | |
| 42907 | UnderlyingPaymentStreamCompoundingDatesOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified. | Added EP208 | |
| 42908 | UnderlyingPaymentStreamCompoundingDatesOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42909 | UnderlyingPaymentStreamCompoundingPeriodSkip | Skip | Added EP208 |
| Component(-) | UnderlyingPaymentStreamCompoundingStartDate | StartDt | Added EP208 |
| 42941 | UnderlyingPaymentStreamCompoundingStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42942 | UnderlyingPaymentStreamCompoundingStartDateRelativeTo | Reltv | Added EP208 | ||
| 42943 | UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified. | Added EP208 | |
| 42944 | UnderlyingPaymentStreamCompoundingStartDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified. | Added EP208 | |
| 42945 | UnderlyingPaymentStreamCompoundingStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42946 | UnderlyingPaymentStreamCompoundingStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | UnderlyingPaymentStreamCompoundingEndDate | EndDt | Added EP208 |
| 42917 | UnderlyingPaymentStreamCompoundingEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42918 | UnderlyingPaymentStreamCompoundingEndDateRelativeTo | Reltv | Added EP208 | ||
| 42919 | UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified. | Added EP208 | |
| 42920 | UnderlyingPaymentStreamCompoundingEndDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified. | Added EP208 | |
| 42921 | UnderlyingPaymentStreamCompoundingEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42922 | UnderlyingPaymentStreamCompoundingEndDateAdjusted | Dt | Added EP208 |
| end Component |
| 42910 | UnderlyingPaymentStreamCompoundingFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified. | Added EP208 | |
| 42911 | UnderlyingPaymentStreamCompoundingFrequencyUnit | FreqUnit | Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified. | Added EP208 | |
| 42912 | UnderlyingPaymentStreamCompoundingRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates. | Added EP208 | |
| 42913 | UnderlyingPaymentStreamBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP208 | ||
| 42914 | UnderlyingPaymentStreamBoundsLastDateUnadjusted | LastDtUnadj | Added EP208 |
| end Component |
| Component(-) | UnderlyingPaymentStreamNonDeliverableSettlTerms | NonDlvrblTrms | Added EP161 |
| 40648 | UnderlyingPaymentStreamNonDeliverableRefCurrency | Ccy | Added EP161 | ||
| 40649 | UnderlyingPaymentStreamNonDeliverableFixingDatesBizDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's non-deliverable settlement terms. | Added EP161 |
| Component(-) | UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's non-deliverable settlement terms. | Added EP161 |
| Repeating Group 40968 | NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters | Added EP161 |
| 40650 | UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters(40968) > 0. | Added EP161 Updated EP271 |
| end Repeating Group |
| end Component |
| 40651 | UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo | FixngReltv | Added EP161 | ||
| 40652 | UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod | FixngPeriod | Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified. | Added EP161 | |
| 40653 | UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit | FixngUnit | Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified. | Added EP161 | |
| 40654 | UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType | FixngDayTyp | Added EP161 |
| Component(-) | UnderlyingPaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 |
| 40661 | UnderlyingPaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 | ||
| 40824 | UnderlyingPaymentStreamNonDeliverableSettlReferencePage | RefPg | Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| Component(-) | UnderlyingPaymentStreamNonDeliverableFixingDateGrp | FixngDt | Added EP161 |
| Repeating Group 40656 | NoUnderlyingNonDeliverableFixingDates | Added EP161 |
| 40657 | UnderlyingNonDeliverableFixingDate | Dt | Required if NoUnderlyingNonDeliverableFixingDates(40656) > 0. | Added EP161 | |
| 40658 | UnderlyingNonDeliverableFixingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingSettlRateDisruptionFallbackGrp | SettlRtFallbck | Added EP161 |
| Repeating Group 40659 | NoUnderlyingSettlRateFallbacks | Added EP161 |
| 40660 | UnderlyingSettlRatePostponementMaximumDays | MaxDays | Required if NoUnderlyingSettlRateFallbacks(40659) > 0. | Added EP161 |
| Component(-) | UnderlyingSettlRateFallbackRateSource | RtSrc | Added EP161 |
| 40904 | UnderlyingSettlRateFallbackRateSource | RtSrc | Added EP161 | ||
| 40915 | UnderlyingSettlRateFallbackReferencePage | RefPg | Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| 40662 | UnderlyingSettlRatePostponementSurvey | Survey | Added EP161 | ||
| 40663 | UnderlyingSettlRatePostponementCalculationAgent | CalcAgent | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| end Component |
| Component(-) | UnderlyingPaymentScheduleGrp | PmtSched | Added EP161 |
| Repeating Group 40664 | NoUnderlyingPaymentSchedules | Added EP161 |
| Component(-) | UnderlyingPaymentScheduleRateSourceGrp | RtSrc | Added EP161 |
| Repeating Group 40704 | NoUnderlyingPaymentScheduleRateSources | Added EP161 |
| 40705 | UnderlyingPaymentScheduleRateSource | Src | Required if NoUnderlyingPaymentScheduleRates(40704) > 0. | Added EP161 | |
| 40706 | UnderlyingPaymentScheduleRateSourceType | Typ | Required if NoUnderlyingPaymentScheduleRates(40704) > 0. | Added EP161 Updated EP169 | |
| 40707 | UnderlyingPaymentScheduleReferencePage | RefPg | Conditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other). | Added EP161 |
| end Repeating Group |
| end Component |
| 40686 | UnderlyingPaymentScheduleFixingDateUnadjusted | FixngDtUnadj | Added EP161 | ||
| 40687 | UnderlyingPaymentScheduleWeight | Wt | Added EP161 | ||
| 40688 | UnderlyingPaymentScheduleFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40689 | UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. | Added EP161 |
| Component(-) | UnderlyingPaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. | Added EP161 |
| Repeating Group 40966 | NoUnderlyingPaymentScheduleFixingDateBusinessCenters | Added EP161 |
| 40690 | UnderlyingPaymentScheduleFixingDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40691 | UnderlyingPaymentScheduleFixingDateOffsetPeriod | FixngPeriod | Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified. | Added EP161 | |
| 40692 | UnderlyingPaymentScheduleFixingDateOffsetUnit | FixngUnit | Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified. | Added EP161 | |
| 40693 | UnderlyingPaymentScheduleFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 41891 | UnderlyingPaymentScheduleFixingDayDistribution | FixngDayDistrib | Added EP169 | ||
| 41892 | UnderlyingPaymentScheduleFixingDayCount | FixngDayCnt | Added EP169 | ||
| 40694 | UnderlyingPaymentScheduleFixingDateAdjusted | FixngDt | Added EP161 |
| Component(-) | UnderlyingPaymentScheduleFixingDayGrp | FixngDay | Added EP169 |
| Repeating Group 41878 | NoUnderlyingPaymentScheduleFixingDays | Added EP169 |
| 41879 | UnderlyingPaymentScheduleFixingDayOfWeek | DayOfWk | Required if NoUnderlyingPaymentScheduleFixingDays(41878) > 0. | Added EP169 | |
| 41880 | UnderlyingPaymentScheduleFixingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| 41893 | UnderlyingPaymentScheduleFixingLagPeriod | FixngLagPeriod | Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified. | Added EP169 | |
| 41894 | UnderlyingPaymentScheduleFixingLagUnit | FixngLagUnit | Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified. | Added EP169 | |
| 41895 | UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod | FixngFirstObsvtnPeriod | Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified. | Added EP169 Updated EP208 | |
| 41896 | UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit | FixngFirstObsvtnUnit | Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified. | Added EP169 Updated EP208 | |
| 40695 | UnderlyingPaymentScheduleFixingTime | FixngTm | Added EP161 | ||
| 40696 | UnderlyingPaymentScheduleFixingTimeBusinessCenter | FixngTmBizCtr | Added EP161 | ||
| 40697 | UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo | IntrmExchDtReltv | Added EP161 | ||
| 40698 | UnderlyingPaymentScheduleInterimExchangeDatesBizDayConvention | IntrmExchDtBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. | Added EP161 |
| Component(-) | UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. | Added EP161 |
| Repeating Group 40967 | NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters | Added EP161 |
| 40699 | UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenter | Ctr | Required if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40700 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod | IntrmExchDtPeriod | Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified. | Added EP161 | |
| 40701 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit | IntrmExchDtUnit | Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified. | Added EP161 | |
| 40702 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType | IntrmExchDayTyp | Added EP161 | ||
| 40703 | UnderlyingPaymentScheduleInterimExchangeDateAdjusted | IntrmExchDt | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStubGrp | PmtStub | Added EP161 |
| Repeating Group 40708 | NoUnderlyingPaymentStubs | Added EP161 |
| 40709 | UnderlyingPaymentStubType | Typ | Required if NoUnderlyingPaymentStubs(40708) > 0. | Added EP161 | |
| 40710 | UnderlyingPaymentStubLength | Lngth | Added EP161 |
| Component(-) | UnderlyingPaymentStubStartDate | StartDt | Added EP208 |
| 42993 | UnderlyingPaymentStubStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42994 | UnderlyingPaymentStubStartDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. | Added EP208 |
| Component(-) | UnderlyingPaymentStubStartDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 43000 | NoUnderlyingPaymentStubStartDateBusinessCenters | Added EP208 |
| 43001 | UnderlyingPaymentStubStartDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42995 | UnderlyingPaymentStubStartDateRelativeTo | Reltv | Added EP208 | ||
| 42996 | UnderlyingPaymentStubStartDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified. | Added EP208 | |
| 42997 | UnderlyingPaymentStubStartDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified. | Added EP208 | |
| 42998 | UnderlyingPaymentStubStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42999 | UnderlyingPaymentStubStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | UnderlyingPaymentStubEndDate | EndDt | Added EP208 |
| 42984 | UnderlyingPaymentStubEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42985 | UnderlyingPaymentStubEndDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. | Added EP208 |
| Component(-) | UnderlyingPaymentStubEndDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42991 | NoUnderlyingPaymentStubEndDateBusinessCenters | Added EP208 |
| 42992 | UnderlyingPaymentStubEndDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStubEndDateBusinessCenters(42991) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42986 | UnderlyingPaymentStubEndDateRelativeTo | Reltv | Added EP208 | ||
| 42987 | UnderlyingPaymentStubEndDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStubEndDateOffsetUnit(42988) is specified. | Added EP208 | |
| 42988 | UnderlyingPaymentStubEndDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStubEndDateOffsetPeriod(42987) is specified. | Added EP208 | |
| 42989 | UnderlyingPaymentStubEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42990 | UnderlyingPaymentStubEndDateAdjusted | Dt | Added EP208 |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingDeliveryStream | DlvryStrm | Added EP169 |
| 41777 | UnderlyingDeliveryStreamType | Typ | Added EP169 |
| Component(-) | UnderlyingDeliveryStreamCommoditySourceGrp | CmdtySrc | Added EP169 |
| Repeating Group 41808 | NoUnderlyingDeliveryStreamCommoditySources | Added EP169 |
| 41809 | UnderlyingDeliveryStreamCommoditySource | Src | Required if NoUnderlyingDeliveryStreamCommoditySources(41808) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41778 | UnderlyingDeliveryStreamPipeline | Ppln | Added EP169 | ||
| 41779 | UnderlyingDeliveryStreamEntryPoint | EntryPnt | Added EP169 | ||
| 41780 | UnderlyingDeliveryStreamWithdrawalPoint | WthdrwlPnt | Added EP169 | ||
| 41781 | UnderlyingDeliveryStreamDeliveryPoint | DlvryPnt | Added EP169 | ||
| 42196 | UnderlyingDeliveryStreamDeliveryPointSource | DlvryPntSrc | Added EP179 | ||
| 42197 | UnderlyingDeliveryStreamDeliveryPointDesc | DlvryPntDesc | Added EP179 | ||
| 41782 | UnderlyingDeliveryStreamDeliveryRestriction | DlvryRstctn | Added EP169 | ||
| 41783 | UnderlyingDeliveryStreamDeliveryContingency | Cntgncy | Added EP169 | ||
| 41784 | UnderlyingDeliveryStreamDeliveryContingentPartySide | CntgPty | Added EP169 | ||
| 41785 | UnderlyingDeliveryStreamDeliverAtSourceIndicator | DlvrAtSrc | Added EP169 | ||
| 41786 | UnderlyingDeliveryStreamRiskApportionment | RiskApprtnmt | Added EP169 | ||
| 41587 | UnderlyingDeliveryStreamRiskApportionmentSource | RiskApprtnmtSrc | Added EP169 |
| Component(-) | UnderlyingDeliveryStreamCycleGrp | Cycle | Added EP169 |
| Repeating Group 41804 | NoUnderlyingDeliveryStreamCycles | Added EP169 |
| 41805 | UnderlyingDeliveryStreamCycleDesc | Desc | Required if NoUnderlyingDeliveryStreamCycles(41804) > 0. | Added EP169 | |
| 41806 | EncodedUnderlyingDeliveryStreamCycleDescLen | EncDescLen | Must be set if EncodedUnderlyingDeliveryStreamCycleDesc(41807) field is specified and must immediately precede it. | Added EP169 | |
| 41807 | EncodedUnderlyingDeliveryStreamCycleDesc | EncDesc | Encoded (non-ASCII characters) representation of the UnderlyingDeliverySreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 |
| end Repeating Group |
| end Component |
| 41787 | UnderlyingDeliveryStreamTitleTransferLocation | TtlXfer | Added EP169 | ||
| 41788 | UnderlyingDeliveryStreamTitleTransferCondition | TltXferCond | Added EP169 | ||
| 41789 | UnderlyingDeliveryStreamImporterOfRecord | Imprtr | Added EP169 | ||
| 41790 | UnderlyingDeliveryStreamNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41791 | UnderlyingDeliveryStreamPositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41792 | UnderlyingDeliveryStreamToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41793 | UnderlyingDeliveryStreamToleranceType | TlrncTyp | Added EP169 | ||
| 41794 | UnderlyingDeliveryStreamToleranceOptionSide | TlrncOptSide | Added EP169 | ||
| 41795 | UnderlyingDeliveryStreamTotalPositiveTolerance | TotPostvTlrnc | Added EP169 | ||
| 41796 | UnderlyingDeliveryStreamTotalNegativeTolerance | TotNegtvTlrnc | Added EP169 | ||
| 41797 | UnderlyingDeliveryStreamNotionalConversionFactor | CnvrsnFctr | Added EP169 | ||
| 41798 | UnderlyingDeliveryStreamTransportEquipment | Eqpmt | Added EP169 | ||
| 41799 | UnderlyingDeliveryStreamElectingPartySide | ElctngSide | Added EP169 | ||
| 43096 | UnderlyingDeliveryStreamRouteOrCharter | RteChrtr | Added EP235 |
| end Component |
| Component(-) | UnderlyingDeliveryScheduleGrp | DlvrySched | Added EP169 |
| Repeating Group 41756 | NoUnderlyingDeliverySchedules | Added EP169 |
| Component(-) | UnderlyingDeliveryScheduleSettlDayGrp | Day | Added EP169 |
| Repeating Group 41770 | NoUnderlyingDeliveryScheduleSettlDays | Added EP169 |
| 41771 | UnderlyingDeliveryScheduleSettlDay | Day | Required if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0. | Added EP169 | |
| 41772 | UnderlyingDeliveryScheduleSettlTotalHours | TotHrs | Added EP169 |
| Component(-) | UnderlyingDeliveryScheduleSettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41773 | NoUnderlyingDeliveryScheduleSettlTimes | Added EP169 |
| 41774 | UnderlyingDeliveryScheduleSettlStart | Start | Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. | Added EP169 | |
| 41775 | UnderlyingDeliveryScheduleSettlEnd | End | Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. | Added EP169 | |
| 41776 | UnderlyingDeliveryScheduleSettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 40547 | UnderlyingStreamText | Txt | Added EP161 | ||
| 40988 | EncodedUnderlyingStreamTextLen | EncTxtLen | Must be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it. | Added EP161 | |
| 40989 | EncodedUnderlyingStreamText | EncTxt | Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingProvisionGrp | Prov | Added EP187 |
| Repeating Group 42149 | NoUnderlyingProvisions | Added EP187 |
| 42150 | UnderlyingProvisionType | Typ | Required if NoUnderlyingProvisions(42149) > 0. | Added EP187 | |
| 42151 | UnderlyingProvisionDateUnadjusted | DtUnadj | Added EP187 | ||
| 42152 | UnderlyingProvisionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions. | Added EP187 |
| Component(-) | UnderlyingProvisionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the instrument provisions. | Added EP187 |
| Repeating Group 42190 | NoUnderlyingProvisionDateBusinessCenters | Added EP187 |
| 42191 | UnderlyingProvisionDateBusinessCenter | Ctr | Required if NoUnderlyingProvisionDateBusinessCenters(42190) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42153 | UnderlyingProvisionDateAdjusted | Dt | Added EP187 | ||
| 42154 | UnderlyingProvisionDateTenorPeriod | TenorPeriod | Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified. | Added EP187 | |
| 42155 | UnderlyingProvisionDateTenorUnit | TenorUnit | Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified. | Added EP187 | |
| 43002 | UnderlyingProvisionBreakFeeElection | BrkFeeElctn | Added EP208 | ||
| 43003 | UnderlyingProvisionBreakFeeRate | BrkFeeRt | Added EP208 | ||
| 42156 | UnderlyingProvisionCalculationAgent | CalcAgent | Added EP187 | ||
| 42157 | UnderlyingProvisionOptionSinglePartyBuyerSide | BuyerSide | Added EP187 | ||
| 42158 | UnderlyingProvisionOptionSinglePartySellerSide | SellerSide | Added EP187 |
| Component(-) | UnderlyingProvisionCashSettlValueDates | CashSettlValDts | Added EP187 |
| 42104 | UnderlyingProvisionCashSettlValueTime | Tm | Added EP187 | ||
| 42105 | UnderlyingProvisionCashSettlValueTimeBusinessCenter | TmBizCtr | Added EP187 | ||
| 42106 | UnderlyingProvisionCashSettlValueDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date. | Added EP187 |
| Component(-) | UnderlyingProvisionCashSettlValueDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement value date. | Added EP187 |
| Repeating Group 42182 | NoUnderlyingProvisionCashSettlValueDateBusinessCenters | Added EP187 |
| 42183 | UnderlyingProvisionCashSettlValueDateBusinessCenter | Ctr | Required if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42107 | UnderlyingProvisionCashSettlValueDateRelativeTo | Reltv | Added EP187 | ||
| 42108 | UnderlyingProvisionCashSettlValueDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified. | Added EP187 | |
| 42109 | UnderlyingProvisionCashSettlValueDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified. | Added EP187 | |
| 42110 | UnderlyingProvisionCashSettlValueDateOffsetDayType | OfstDayTyp | Added EP187 | ||
| 42111 | UnderlyingProvisionCashSettlValueDateAdjusted | Dt | Added EP187 |
| end Component |
| Component(-) | UnderlyingProvisionOptionExerciseDates | OptExerDts | Added EP187 |
| 42115 | UnderlyingProvisionOptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option exercise date. | Added EP187 |
| Component(-) | UnderlyingProvisionOptionExerciseBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option exercise date. | Added EP187 |
| Repeating Group 42184 | NoUnderlyingProvisionOptionExerciseBusinessCenters | Added EP187 |
| 42185 | UnderlyingProvisionOptionExerciseBusinessCenter | Ctr | Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingProvisionOptionExerciseFixedDateGrp | OptExerFixedDt | Added EP187 |
| Repeating Group 42112 | NoUnderlyingProvisionOptionExerciseFixedDates | Added EP187 |
| 42113 | UnderlyingProvisionOptionExerciseFixedDate | Dt | Required if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0. | Added EP187 | |
| 42114 | UnderlyingProvisionOptionExerciseFixedDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP187 |
| end Repeating Group |
| end Component |
| 42116 | UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified. | Added EP187 | |
| 42117 | UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified. | Added EP187 | |
| 42118 | UnderlyingProvisionOptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified. | Added EP187 | |
| 42119 | UnderlyingProvisionOptionExerciseFrequencyUnit | FreqUnit | Conditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified. | Added EP187 | |
| 42120 | UnderlyingProvisionOptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP187 | ||
| 42121 | UnderlyingProvisionOptionExerciseStartDateRelativeTo | StartDtReltv | Added EP187 | ||
| 42122 | UnderlyingProvisionOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified. | Added EP187 | |
| 42123 | UnderlyingProvisionOptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified. | Added EP187 | |
| 42124 | UnderlyingProvisionOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP187 | ||
| 42125 | UnderlyingProvisionOptionExerciseStartDateAdjusted | StartDt | Added EP187 | ||
| 42126 | UnderlyingProvisionOptionExercisePeriodSkip | Skip | Added EP187 | ||
| 42127 | UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP187 | ||
| 42128 | UnderlyingProvisionOptionExerciseBoundsLastDateUnadjusted | LastDtUnadj | Added EP187 | ||
| 42129 | UnderlyingProvisionOptionExerciseEarliestTime | ErlstTm | Added EP187 | ||
| 42130 | UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenter | ErlstTmBizCtr | Added EP187 | ||
| 42131 | UnderlyingProvisionOptionExerciseLatestTime | LtstTm | Added EP187 | ||
| 42132 | UnderlyingProvisionOptionExerciseLatestTimeBusinessCenter | LtstTmBizCtr | Added EP187 |
| end Component |
| Component(-) | UnderlyingProvisionOptionExpirationDate | OptExpDt | Added EP187 |
| 42133 | UnderlyingProvisionOptionExpirationDateUnadjusted | DtUnadj | Added EP187 | ||
| 42134 | UnderlyingProvisionOptionExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option expiration date. | Added EP187 |
| Component(-) | UnderlyingProvisionOptionExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option expiration date. | Added EP187 |
| Repeating Group 42186 | NoUnderlyingProvisionOptionExpirationDateBusinessCenters | Added EP187 |
| 42187 | UnderlyingProvisionOptionExpirationDateBusinessCenter | Ctr | Required if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42135 | UnderlyingProvisionOptionExpirationDateRelativeTo | Reltv | Added EP187 | ||
| 42136 | UnderlyingProvisionOptionExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified. | Added EP187 | |
| 42137 | UnderlyingProvisionOptionExpirationDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified. | Added EP187 | |
| 42138 | UnderlyingProvisionOptionExpirationDateOffsetDayType | OfstDayTyp | Added EP187 | ||
| 42139 | UnderlyingProvisionOptionExpirationDateAdjusted | Dt | Added EP187 | ||
| 42140 | UnderlyingProvisionOptionExpirationTime | ExpTm | Added EP187 | ||
| 42141 | UnderlyingProvisionOptionExpirationTimeBusinessCenter | ExpTmBizCtr | Added EP187 |
| end Component |
| Component(-) | UnderlyingProvisionOptionRelevantUnderlyingDate | OptRelvntUndlyDt | Added EP187 |
| 42142 | UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted | DtUnadj | Added EP187 | ||
| 42143 | UnderlyingProvisionOptionRelevantUnderlyingDateBizDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option relevant underlying date. | Added EP187 |
| Component(-) | UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option relevant underlying date. | Added EP187 Updated EP282 |
| Repeating Group 42188 | NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters | Added EP187 |
| 42189 | UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenter | Ctr | Required if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42144 | UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo | Reltv | Added EP187 | ||
| 42145 | UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified. | Added EP187 | |
| 42146 | UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified. | Added EP187 | |
| 42147 | UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType | OfstDayTyp | Added EP187 | ||
| 42148 | UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted | Dt | Added EP187 |
| end Component |
| 42159 | UnderlyingProvisionOptionExerciseStyle | ExerStyle | Added EP187 | ||
| 42160 | UnderlyingProvisionOptionExerciseMultipleNotional | MultplNotl | Added EP187 | ||
| 42161 | UnderlyingProvisionOptionExerciseMinimumNotional | MinNotl | Added EP187 | ||
| 42162 | UnderlyingProvisionOptionExerciseMaximumNotional | MaxNotl | Added EP187 | ||
| 42163 | UnderlyingProvisionOptionMinimumNumber | MinNum | Added EP187 | ||
| 42164 | UnderlyingProvisionOptionMaximumNumber | MaxNum | Added EP187 | ||
| 42165 | UnderlyingProvisionOptionExerciseConfirmation | ExerCnfm | Added EP187 |
| Component(-) | UnderlyingProvisionCashSettlPaymentDates | CashSettlPmtDts | Added EP187 |
| 42092 | UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement payment date. | Added EP187 |
| Component(-) | UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement payment date. | Added EP187 |
| Repeating Group 42180 | NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters | Added EP187 |
| 42181 | UnderlyingProvisionCashSettlPaymentDateBusinessCenter | Ctr | Required if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42093 | UnderlyingProvisionCashSettlPaymentDateRelativeTo | Reltv | Added EP187 | ||
| 42094 | UnderlyingProvisionCashSettlPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified. | Added EP187 | |
| 42095 | UnderlyingProvisionCashSettlPaymentDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified. | Added EP187 | |
| 42096 | UnderlyingProvisionCashSettlPaymentDateOffsetDayType | OfstDayTyp | Added EP187 | ||
| 42097 | UnderlyingProvisionCashSettlPaymentDateRangeFirst | DtFirst | Added EP187 | ||
| 42098 | UnderlyingProvisionCashSettlPaymentDateRangeLast | DtLast | Added EP187 |
| Component(-) | UnderlyingProvisionCashSettlPaymentFixedDateGrp | CashSettlPmtFixedDt | Added EP187 |
| Repeating Group 42099 | NoUnderlyingProvisionCashSettlPaymentDates | Added EP187 |
| 42100 | UnderlyingProvisionCashSettlPaymentDate | Dt | Required if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0. | Added EP187 | |
| 42101 | UnderlyingProvisionCashSettlPaymentDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP187 |
| end Repeating Group |
| end Component |
| end Component |
| 42166 | UnderlyingProvisionCashSettlMethod | SettlMeth | Added EP187 | ||
| 42167 | UnderlyingProvisionCashSettlCurrency | SettlCcy | Added EP187 | ||
| 42168 | UnderlyingProvisionCashSettlCurrency2 | SettlCcy2 | Added EP187 | ||
| 42169 | UnderlyingProvisionCashSettlQuoteType | SettlQteTyp | Added EP187 |
| Component(-) | UnderlyingProvisionCashSettlQuoteSource | CashSettlQteSrc | Added EP187 |
| 42102 | UnderlyingProvisionCashSettlQuoteSource | SettlQteSrc | Added EP187 | ||
| 42103 | UnderlyingProvisionCashSettlQuoteReferencePage | RefPg | Added EP187 |
| end Component |
| 42170 | UnderlyingProvisionText | Txt | Added EP187 | ||
| 42171 | EncodedUnderlyingProvisionTextLen | EncTxtLen | Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. | Added EP187 | |
| 42172 | EncodedUnderlyingProvisionText | EncTxt | Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field. | Added EP187 |
| Component(-) | UnderlyingProvisionParties | Pty | Added EP187 |
| Repeating Group 42173 | NoUnderlyingProvisionPartyIDs | Added EP187 |
| 42174 | UnderlyingProvisionPartyID | ID | Required if NoUnderlyingProvisionPartyIDs(42173) > 0. | Added EP187 | |
| 42175 | UnderlyingProvisionPartyIDSource | Src | Required if NoUnderlyingProvisionPartyIDs(42173) > 0. | Added EP187 | |
| 42176 | UnderlyingProvisionPartyRole | R | Required if NoUnderlyingProvisionPartyIDs(42173) > 0. | Added EP187 | |
| 40918 | UnderlyingProvisionPartyRoleQualifier | Qual | Added EP187 |
| Component(-) | UnderlyingProvisionPtysSubGrp | Sub | Added EP187 |
| Repeating Group 42177 | NoUnderlyingProvisionPartySubIDs | Added EP187 |
| 42178 | UnderlyingProvisionPartySubID | ID | Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. | Added EP187 | |
| 42179 | UnderlyingProvisionPartySubIDType | Typ | Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingAdditionalTermGrp | AddtnlTrm | Added EP187 |
| Repeating Group 42036 | NoUnderlyingAdditionalTerms | Added EP187 |
| 42037 | UnderlyingAdditionalTermConditionPrecedentBondIndicator | PrcdntInd | Required if NoUnderlyingAdditionalTerms(42036) > 0. | Added EP187 | |
| 42038 | UnderlyingAdditionalTermDiscrepancyClauseIndicator | DscrpncyInd | Added EP187 |
| Component(-) | UnderlyingAdditionalTermBondRefGrp | BondRef | Added EP187 |
| Repeating Group 41340 | NoUnderlyingAdditionalTermBondRefs | Added EP187 |
| 41341 | UnderlyingAdditionalTermBondSecurityID | ID | Required if NoUnderlyingAdditionalTermBondRefs(41340) > 0. | Added EP187 | |
| 41701 | UnderlyingAdditionalTermBondSecurityIDSource | Src | Conditionally required when UnderlyingAdditionalTermBondSecurityID(41341) is specified. | Added EP187 | |
| 41709 | UnderlyingAdditionalTermBondDesc | Desc | Added EP187 | ||
| 41710 | EncodedUnderlyingAdditionalTermBondDescLen | EncDescLen | Must be set if EncodedUnderlyingAdditionalTermBondDesc(41709) field is specified and must immediately precede it. | Added EP187 | |
| 41711 | EncodedUnderlyingAdditionalTermBondDesc | EncDesc | Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding(347) field. | Added EP187 | |
| 41712 | UnderlyingAdditionalTermBondCurrency | Ccy | Added EP187 | ||
| 42017 | UnderlyingAdditionalTermBondIssuer | Issr | Added EP187 | ||
| 42025 | EncodedUnderlyingAdditionalTermBondIssuerLen | EncIssrLen | Must be set if EncodedUnderlyingAdditionalTermBondIssuer(42017) field is specified and must immediately precede it. | Added EP187 | |
| 42026 | EncodedUnderlyingAdditionalTermBondIssuer | EncIssr | Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding(347) field. | Added EP187 | |
| 42027 | UnderlyingAdditionalTermBondSeniority | Snrty | Added EP187 | ||
| 42028 | UnderlyingAdditionalTermBondCouponType | CpnTyp | Added EP187 | ||
| 42029 | UnderlyingAdditionalTermBondCouponRate | CpnRt | Added EP187 | ||
| 42030 | UnderlyingAdditionalTermBondMaturityDate | MatDt | Added EP187 | ||
| 42031 | UnderlyingAdditionalTermBondParValue | Par | Added EP187 | ||
| 42032 | UnderlyingAdditionalTermBondCurrentTotalIssuedAmount | CurTotAmt | Added EP187 | ||
| 42033 | UnderlyingAdditionalTermBondCouponFrequencyPeriod | CpnPeriod | Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit(42034) is specified. | Added EP187 | |
| 42034 | UnderlyingAdditionalTermBondCouponFrequencyUnit | CpnUnit | Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod(42033) is specified. | Added EP187 | |
| 42035 | UnderlyingAdditionalTermBondDayCount | DayCnt | Added EP187 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingProtectionTermGrp | ProtctnTrm | Added EP187 |
| Repeating Group 42068 | NoUnderlyingProtectionTerms | Added EP187 |
| 42069 | UnderlyingProtectionTermNotional | Notl | Required if NoUnderlyingProtectionTerms(42068) > 0. | Added EP187 | |
| 42070 | UnderlyingProtectionTermCurrency | Ccy | Added EP187 | ||
| 42071 | UnderlyingProtectionTermSellerNotifies | Seller | Added EP187 | ||
| 42072 | UnderlyingProtectionTermBuyerNotifies | Buyer | Added EP187 | ||
| 42073 | UnderlyingProtectionTermEventBusinessCenter | BizCtr | Added EP187 | ||
| 42074 | UnderlyingProtectionTermStandardSources | StdSrcs | Added EP187 | ||
| 42075 | UnderlyingProtectionTermEventMinimumSources | MinSrcs | Added EP187 |
| Component(-) | UnderlyingProtectionTermEventNewsSourceGrp | NewsSrc | Added EP187 |
| Repeating Group 42090 | NoUnderlyingProtectionTermEventNewsSources | Added EP187 |
| 42091 | UnderlyingProtectionTermEventNewsSource | Src | Required if NoUnderlyingProtectionTermEventNewsSources(42090) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingProtectionTermEventGrp | Evnt | Added EP187 |
| Repeating Group 42077 | NoUnderlyingProtectionTermEvents | Added EP187 |
| 42078 | UnderlyingProtectionTermEventType | Typ | Required if NoUnderlyingProtectionTermEvents (42078) > 0. | Added EP187 | |
| 42079 | UnderlyingProtectionTermEventValue | Val | Added EP187 | ||
| 42080 | UnderlyingProtectionTermEventCurrency | Ccy | Added EP187 | ||
| 42081 | UnderlyingProtectionTermEventPeriod | Period | Conditionally required when UnderlyingProtectionTermEventUnit(42082) is specified. | Added EP187 | |
| 42082 | UnderlyingProtectionTermEventUnit | Unit | Conditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified. | Added EP187 | |
| 42083 | UnderlyingProtectionTermEventDayType | DayTyp | Added EP187 | ||
| 42084 | UnderlyingProtectionTermEventRateSource | RtSrc | Added EP187 |
| Component(-) | UnderlyingProtectionTermEventQualifierGrp | Qual | Added EP187 |
| Repeating Group 42085 | NoUnderlyingProtectionTermEventQualifiers | Added EP187 |
| 42086 | UnderlyingProtectionTermEventQualifier | Qual | Required if NoUnderlyingProtectionTermEventQualifiers(42085) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingProtectionTermObligationGrp | Oblig | Added EP187 |
| Repeating Group 42087 | NoUnderlyingProtectionTermObligations | Added EP187 |
| 42088 | UnderlyingProtectionTermObligationType | Typ | Required if NoUnderlyingProtectionTermObligations(42087) > 0. | Added EP187 | |
| 42089 | UnderlyingProtectionTermObligationValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| 42076 | UnderlyingProtectionTermXID | XID | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingCashSettlTermGrp | CashSettlTrm | Added EP187 |
| Repeating Group 42041 | NoUnderlyingCashSettlTerms | Added EP187 |
| 42042 | UnderlyingCashSettlCurrency | Ccy | Required if NoUnderlyingCashSettlTerms(42041) > 0. | Added EP187 | |
| 42043 | UnderlyingCashSettlValuationFirstBusinessDayOffset | BizDayOfst | Added EP187 | ||
| 42044 | UnderlyingCashSettlValuationSubsequentBusinessDaysOffset | SbsqntBizDayOfst | Added EP187 | ||
| 42045 | UnderlyingCashSettlNumOfValuationDates | NumValDts | Added EP187 | ||
| 42046 | UnderlyingCashSettlValuationTime | ValTm | Added EP187 | ||
| 42047 | UnderlyingCashSettlBusinessCenter | BizCtr | Added EP187 | ||
| 42048 | UnderlyingCashSettlQuoteMethod | QteMeth | Added EP187 | ||
| 42049 | UnderlyingCashSettlQuoteAmount | QteAmt | Added EP187 | ||
| 42050 | UnderlyingCashSettlQuoteCurrency | QteCcy | Added EP187 | ||
| 42051 | UnderlyingCashSettlMinimumQuoteAmount | MinQteAmt | Added EP187 | ||
| 42052 | UnderlyingCashSettlMinimumQuoteCurrency | MinQteCcy | Added EP187 |
| Component(-) | UnderlyingCashSettlDealerGrp | Dlr | Added EP187 |
| Repeating Group 42039 | NoUnderlyingCashSettlDealers | Added EP187 |
| 42040 | UnderlyingCashSettlDealer | Dlr | Required if NoUnderlyingCashSettlDealers(42039) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42797 | UnderlyingCashSettlPriceSource | PxSrc | Added EP208 | ||
| 42798 | UnderlyingCashSettlPriceDefault | PxDflt | Added EP208 | ||
| 42053 | UnderlyingCashSettlBusinessDays | BizDays | Added EP187 | ||
| 42054 | UnderlyingCashSettlAmount | Amt | Added EP187 |
| Component(-) | UnderlyingCashSettlDate | SettlDt | Added EP208 |
| 42790 | UnderlyingCashSettlDateUnadjusted | DtUnadj | Added EP208 | ||
| 42791 | UnderlyingCashSettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. | Added EP208 |
| Component(-) | UnderlyingCashSettlDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. | Added EP208 |
| Repeating Group 42788 | NoUnderlyingCashSettlDateBusinessCenters | Added EP208 |
| 42789 | UnderlyingCashSettlDateBusinessCenter | Ctr | Required if NoUnderlyingCashSettlDateBusinessCenters(42788) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42792 | UnderlyingCashSettlDateRelativeTo | Reltv | Added EP208 | ||
| 42793 | UnderlyingCashSettlDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified. | Added EP208 | |
| 42794 | UnderlyingCashSettlDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified. | Added EP208 | |
| 42795 | UnderlyingCashSettlDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42796 | UnderlyingCashSettlDateAdjusted | Dt | Added EP208 |
| end Component |
| 42055 | UnderlyingCashSettlRecoveryFactor | RcvryFctr | Added EP187 | ||
| 42056 | UnderlyingCashSettlFixedTermIndicator | FixedInd | Added EP187 | ||
| 42057 | UnderlyingCashSettlAccruedInterestIndicator | AcrdIntInd | Added EP187 | ||
| 42058 | UnderlyingCashSettlValuationMethod | ValMeth | Added EP187 | ||
| 42059 | UnderlyingCashSettlTermXID | XID | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPhysicalSettlTermGrp | PhysSettlTrm | Added EP187 |
| Repeating Group 42060 | NoUnderlyingPhysicalSettlTerms | Added EP187 |
| Component(-) | UnderlyingPhysicalSettlDeliverableObligationGrp | DlvrblOblig | Required if NoUnderlyingPhysicalSettlTerms(42060) > 0. | Added EP187 |
| Repeating Group 42065 | NoUnderlyingPhysicalSettlDeliverableObligations | Added EP187 |
| 42066 | UnderlyingPhysicalSettlDeliverableObligationType | Typ | Required if NoUnderlyingPhysicalSettlDeliverableObligations(42065) > 0. | Added EP187 | |
| 42067 | UnderlyingPhysicalSettlDeliverableObligationValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| 42061 | UnderlyingPhysicalSettlCurrency | Ccy | Added EP187 | ||
| 42062 | UnderlyingPhysicalSettlBusinessDays | BizDays | Added EP187 | ||
| 42063 | UnderlyingPhysicalSettlMaximumBusinessDays | MaxBizDays | Added EP187 | ||
| 42064 | UnderlyingPhysicalSettlTermXID | XID | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingRateSpreadSchedule | RtSpreadSched | Added EP208 |
| 43004 | UnderlyingRateSpreadInitialValue | InitVal | Added EP208 |
| Component(-) | UnderlyingRateSpreadStepGrp | RtSpreadStep | Added EP208 |
| Repeating Group 43005 | NoUnderlyingRateSpreadSteps | Added EP208 |
| 43006 | UnderlyingRateSpreadStepDate | Dt | Required if NoUnderlyingRateSpreadSteps(43005) > 0. | Added EP208 | |
| 43007 | UnderlyingRateSpreadStepValue | Val | Required if NoUnderlyingRateSpreadSteps(43005) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | UnderlyingDividendPayout | DividendPay | Added EP208 |
| 42860 | UnderlyingDividendPayoutRatio | Ratio | Added EP208 | ||
| 42861 | UnderlyingDividendPayoutConditions | Conds | Added EP208 |
| Component(-) | UnderlyingDividendPaymentGrp | Pmt | Added EP208 |
| Repeating Group 42855 | NoUnderlyingDividendPayments | Added EP208 |
| 42856 | UnderlyingDividendPaymentDate | Dt | Required if NoUnderlyingDividendPayments (42855) > 0. | Added EP208 | |
| 42857 | UnderlyingDividendPaymentAmount | Amt | Required if NoUnderlyingDividendPayments (42855) > 0. | Added EP208 | |
| 42858 | UnderlyingDividendPaymentCurrency | Ccy | Added EP208 | ||
| 42859 | UnderlyingDividendAccruedInterest | AcrdInt | Added EP208 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | UnderlyingExtraordinaryEventGrp | ExtrordEvnt | Added EP208 |
| Repeating Group 42884 | NoUnderlyingExtraordinaryEvents | Added EP208 |
| 42885 | UnderlyingExtraordinaryEventType | Typ | Required if NoUnderlyingExtraordinaryEvents(42884) > 0. | Added EP208 | |
| 42886 | UnderlyingExtraordinaryEventValue | Val | Required if NoUnderlyingExtraordinaryEvents(42884) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 2624 | UnderlyingExtraordinaryEventAdjustmentMethod | ExtrordEvntAdjMeth | Added EP208 | ||
| 2625 | UnderlyingExchangeLookAlike | ExchLookAlike | Added EP208 | ||
| 2626 | UnderlyingAverageVolumeLimitationPercentage | AvgLmtPctg | Added EP208 | ||
| 2627 | UnderlyingAverageVolumeLimitationPeriodDays | AvgLmtDys | Added EP208 | ||
| 2628 | UnderlyingDepositoryReceiptIndicator | DpstryRcptInd | Added EP208 | ||
| 2629 | UnderlyingOpenUnits | OpnUnits | Added EP208 | ||
| 2630 | UnderlyingBasketDivisor | BsktDvsr | Added EP208 | ||
| 2631 | UnderlyingInstrumentXID | XID | Added EP208 |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | PaymentGrp | Pmt | Added EP226 |
| Repeating Group 40212 | NoPayments | Added EP161 |
| 40213 | PaymentType | Typ | Required if NoPayments(40212) > 0. | Added EP161 | |
| 40993 | PaymentSubType | SubTyp | Added EP187 | ||
| 40214 | PaymentPaySide | PaySide | Added EP161 | ||
| 40215 | PaymentReceiveSide | RcvSide | Added EP161 | ||
| 43087 | PaymentDesc | Desc | Added EP203 | ||
| 40216 | PaymentCurrency | Ccy | Added EP161 | ||
| 40217 | PaymentAmount | Amt | Either PaymentAmount(40217), PaymentFixedRate(43097) or PaymentRFloatingRateIndex(43098) must be specified. | Added EP161 Updated EP254 | |
| 42598 | PaymentAmountRelativeTo | AmtReltv | Added EP208 | ||
| 42599 | PaymentAmountDeterminationMethod | AmtDtrmnMeth | Added EP208 | ||
| 43097 | PaymentFixedRate | Rt | Either PaymentAmount(40217), PaymentFixedRate(43097) or PaymentFloatingRateIndex(43098) must be specified. | Added EP254 | |
| 43098 | PaymentFloatingRateIndex | Ndx | Either PaymentAmount(40217), PaymentFixedRate(43097) or PaymentFloatingRateIndex(43098) must be specified. | Added EP254 | |
| 43100 | PaymentFloatingRateIndexCurveUnit | NdxUnit | Conditionally required when PaymentFloatingRateIndexCurvePeriod(43099) is specified. | Added EP254 | |
| 43099 | PaymentFloatingRateIndexCurvePeriod | NdxPeriod | Conditionally required when PaymentFloatingRateIndexCurveUnit(43100) is specified. | Added EP254 | |
| 43101 | PaymentFloatingRateSpread | Spread | Conditionally required when PaymentFloatingRateIndex(43098) is specified and the spread to the index is not zero. When the spread to the index is zerothis may be omitted. | Added EP254 | |
| 43105 | PaymentRateResetFrequencyUnit | ResetFreqUnit | Conditionally required when PaymentRateResetFrequencyPeriod(43104) is specified. | Added EP254 | |
| 43104 | PaymentRateResetFrequencyPeriod | ResetFreqPeriod | Conditionally required when PaymentRateResetFrequencyUnit(43105) is specified. | Added EP254 | |
| 43103 | PaymentFrequencyUnit | FreqUnit | Conditionally required when PaymentFrequencyPeriod(43102) is specified. | Added EP254 | |
| 43102 | PaymentFrequencyPeriod | FreqPeriod | Conditionally required when PaymentFrequencyUnitPeriod(43103) is specified. | Added EP254 | |
| 40218 | PaymentPrice | Px | Added EP161 | ||
| 40919 | PaymentPriceType | PxTyp | Added EP161 | ||
| 41155 | PaymentUnitOfMeasure | UOM | Added EP169 | ||
| 40219 | PaymentDateUnadjusted | DtUnadj | Added EP161 | ||
| 40220 | PaymentBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment information. | Added EP161 |
| Component(-) | PaymentBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment information. | Added EP161 |
| Repeating Group 40944 | NoPaymentBusinessCenters | Added EP161 |
| 40221 | PaymentBusinessCenter | Ctr | Required if NoPaymentBusinessCenters(40944) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 41156 | PaymentDateRelativeTo | Reltv | Added EP169 | ||
| 41157 | PaymentDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentDateOffsetUnit(41158) is specified. | Added EP169 | |
| 41158 | PaymentDateOffsetUnit | OfstUnit | Conditionally required when PaymentDateOffsetPeriod(41157) is specified. | Added EP169 | |
| 41159 | PaymentDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 40222 | PaymentDateAdjusted | Dt | Added EP161 | ||
| 41160 | PaymentForwardStartType | FwdStartTyp | Added EP169 | ||
| 40224 | PaymentDiscountFactor | DiscFctr | Added EP161 | ||
| 40225 | PaymentPresentValueAmount | PVAmt | Added EP161 | ||
| 40226 | PaymentPresentValueCurrency | PVCcy | Added EP161 | ||
| 40227 | PaymentSettlStyle | SettlStyle | Added EP161 | ||
| 492 | PaymentMethod | PmtMethod | Added EP161 |
| Component(-) | PaymentSettlGrp | PmtSettl | Added EP161 |
| Repeating Group 40230 | NoPaymentSettls | Added EP161 |
| 40231 | PaymentSettlAmount | Amt | Required if NoPaymentSettls(40230) > 0. | Added EP161 | |
| 40232 | PaymentSettlCurrency | Ccy | Added EP161 |
| Component(-) | PaymentSettlParties | Pty | Added EP161 |
| Repeating Group 40233 | NoPaymentSettlPartyIDs | Added EP161 |
| 40234 | PaymentSettlPartyID | ID | Required if NoPaymentSettlPartyIDs(40233) > 0. | Added EP161 | |
| 40235 | PaymentSettlPartyIDSource | Src | Required if NoPaymentSettlPartyIDs(40233) > 0. | Added EP161 | |
| 40236 | PaymentSettlPartyRole | R | Required if NoPaymentSettlPartyIDs(40233) > 0. | Added EP161 | |
| 40237 | PaymentSettlPartyRoleQualifier | Qual | Added EP161 |
| Component(-) | PaymentSettlPtysSubGrp | Sub | Added EP161 |
| Repeating Group 40238 | NoPaymentSettlPartySubIDs | Added EP161 |
| 40239 | PaymentSettlPartySubID | ID | Required if NoPaymentSettlPartySubIDs(40238) > 0. | Added EP161 | |
| 40240 | PaymentSettlPartySubIDType | Typ | Required if NoPaymentSettlPartySubIDs(40238) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 41304 | PaymentLegRefID | LegRefID | Used to link a payment back to its parent InstrumentLeg by using the same value as the parent’s LegID(1788). | Added EP187 | |
| 40229 | PaymentText | Txt | Added EP161 | ||
| 40984 | EncodedPaymentTextLen | EncTxtLen | Must be set if EncodedPaymentText(40985) field is specified and must immediately precede it. | Added EP161 | |
| 40985 | EncodedPaymentText | EncTxt | Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| 54 | Side | Side | Y | Added FIX.2.7 | |
| 2102 | ShortMarkingExemptIndicator | SMEInd | Added EP164 | ||
| 1688 | ShortSaleExemptionReason | ShrtSaleExmptnRsn | Available for optional use when Side(54) = 6(Sell short exempt). | Added EP121 Updated EP131 |
| Component(-) | Stipulations | Stip | Added FIX.4.3 Updated EP188 |
| Repeating Group 232 | NoStipulations | Added FIX.4.3 |
| 233 | StipulationType | Typ | Required if NoStipulations >0 | Added FIX.4.3 | |
| 234 | StipulationValue | Val | Added FIX.4.3 |
| end Repeating Group |
| end Component |
| 854 | QtyType | QtyTyp | Added FIX.4.4 |
| Component(-) | OrderQtyData | OrdQty | Conditionally required when the OrderQtyData component is required or specified in a prior, related message. For example, when used in a work flow including a NewOrderSingle(35=D) or NewOrderCross(35=s) message, the OrderQtyData component is a required component in these messages and thus the component is required here. When the OrderQtyData component is optional in a related message, such as the NewOrderMultileg(35=AB), the component is required here when specified in the prior, related NewOrderMultileg(35=AB) message. | Added FIX.4.3 Updated EP221 |
| 38 | OrderQty | Qty | One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. | Added FIX.4.3 | |
| 152 | CashOrderQty | Cash | One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate monetary quantityfor the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. | Added FIX.4.3 | |
| 516 | OrderPercent | Pct | For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. | Added FIX.4.3 | |
| 468 | RoundingDirection | RndDir | For CIV - Optional | Added FIX.4.3 | |
| 469 | RoundingModulus | RndMod | For CIV - Optional | Added FIX.4.3 |
| end Component |
| 1093 | LotType | LotTyp | Added EP-1 | ||
| 40 | OrdType | Typ | Added FIX.2.7 | ||
| 423 | PriceType | PxTyp | Added FIX.4.3 |
| Component(-) | PriceQualifierGrp | PxQual | Added EP230 |
| Repeating Group 2709 | NoPriceQualifiers | Added EP230 |
| 2710 | PriceQualifier | Qual | Required if NoPriceQualifiers(2709) > 0. | Added EP230 |
| end Repeating Group |
| end Component |
| 44 | Price | Px | Required if specified on the order | Added FIX.2.7 | |
| 1092 | PriceProtectionScope | PxPrtScp | Added EP-1 | ||
| 99 | StopPx | StopPx | Required if specified on the order | Added FIX.2.7 |
| Component(-) | TriggeringInstruction | TrgrInstr | Added EP-1 Updated EP188 |
| 1100 | TriggerType | TrgrTyp | Required if any other Triggering tags are specified. | Added EP-1 | |
| 1101 | TriggerAction | TrgrActn | Added EP-1 | ||
| 1628 | TriggerScope | TrgrScope | Conditionally required when TriggerAction(1101)=3 (Cancel). | Added EP100 | |
| 1102 | TriggerPrice | TrgrPx | Only relevant and required for TriggerAction = 1 | Added EP-1 | |
| 1103 | TriggerSymbol | TrgrSym | Only relevant and required for TriggerAction = 1 | Added EP-1 | |
| 1104 | TriggerSecurityID | TrgrSecID | Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 | Added EP-1 | |
| 1105 | TriggerSecurityIDSource | TrgrSecIDSrc | Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 | Added EP-1 | |
| 1106 | TriggerSecurityDesc | TrgrSecDesc | Added EP-1 | ||
| 1107 | TriggerPriceType | TrgrPxTyp | Only relevant for TriggerAction = 1 | Added EP-1 | |
| 1108 | TriggerPriceTypeScope | TrgrPxTypScp | Only relevant for TriggerAction = 1 | Added EP-1 | |
| 1109 | TriggerPriceDirection | TrgrPxDir | Only relevant for TriggerAction = 1 | Added EP-1 | |
| 1110 | TriggerNewPrice | TrgrNewPx | Should be specified if the order changes Price. | Added EP-1 | |
| 1111 | TriggerOrderType | TrgrOrdTyp | Should be specified if the order changes type. | Added EP-1 | |
| 1112 | TriggerNewQty | TrgrNewQty | Required if the order should change quantity | Added EP-1 | |
| 1113 | TriggerTradingSessionID | TrgrTrdSessID | Only relevant and required for TriggerType = 2. | Added EP-1 | |
| 1114 | TriggerTradingSessionSubID | TrgrTrdSessSubID | Requires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only. | Added EP-1 |
| end Component |
| 1823 | Triggered | Trgrd | Added EP131 |
| Component(-) | PegInstructions | PegInstr | Added FIX.4.4 Updated EP188 |
| 211 | PegOffsetValue | OfstVal | Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType | Added FIX.4.4 | |
| 1094 | PegPriceType | PegPxTyp | Defines the type of peg. | Added EP-1 | |
| 835 | PegMoveType | MoveTyp | Describes whether peg is static/fixed or floats | Added FIX.4.4 | |
| 836 | PegOffsetType | OfstTyp | Type of Peg Offset (e.g. price offset, tick offset etc) | Added FIX.4.4 | |
| 837 | PegLimitType | LmtTyp | Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) | Added FIX.4.4 | |
| 838 | PegRoundDirection | RndDir | If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) | Added FIX.4.4 | |
| 840 | PegScope | Scope | The scope of the related toprice of the peg (e.g. local, global etc) | Added FIX.4.4 | |
| 1096 | PegSecurityIDSource | PegSecurityIDSource | Required if PegSecurityID is specified. | Added EP-1 | |
| 1097 | PegSecurityID | PegSecID | Requires PegSecurityIDSource if specified. | Added EP-1 | |
| 1098 | PegSymbol | PgSymbl | Added EP-1 | ||
| 1099 | PegSecurityDesc | PegSecDesc | Added EP-1 |
| end Component |
| Component(-) | DiscretionInstructions | DiscInstr | Added FIX.4.4 Updated EP188 |
| 388 | DiscretionInst | DsctnInst | What the discretionary price is related to (e.g. primary price, display price etc) | Added FIX.4.4 | |
| 389 | DiscretionOffsetValue | OfstValu | Amount (signed) added to the related toprice specified via DiscretionInst, in the context of DiscretionOffsetType | Added FIX.4.4 | |
| 841 | DiscretionMoveType | MoveTyp | Describes whether discretion price is static/fixed or floats | Added FIX.4.4 | |
| 842 | DiscretionOffsetType | OfstTyp | Type of Discretion Offset (e.g. price offset, tick offset etc) | Added FIX.4.4 | |
| 843 | DiscretionLimitType | LimitTyp | Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc) | Added FIX.4.4 | |
| 844 | DiscretionRoundDirection | RndDir | If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive) | Added FIX.4.4 | |
| 846 | DiscretionScope | Scope | The scope of related toprice of the discretion (e.g. local, global etc) | Added FIX.4.4 |
| end Component |
| 839 | PeggedPrice | PeggedPx | The current price the order is pegged at | Added FIX.4.4 | |
| 1095 | PeggedRefPrice | PggdRefPx | The reference price of a pegged order. | Added EP-1 | |
| 845 | DiscretionPrice | DsctnPx | The current discretionary price of the order | Added FIX.4.4 | |
| 1740 | TradePriceNegotiationMethod | TrdPxNegottnMeth | Added EP119 | ||
| 1742 | UpfrontPrice | UpfrontPx | Required if specified on the order | Added EP119 | |
| 1741 | UpfrontPriceType | UpfrontPxTyp | Added EP119 | ||
| 847 | TargetStrategy | TgtStrategy | The target strategy of the order | Added FIX.4.4 |
| Component(-) | StrategyParametersGrp | StrtPrmGrp | Strategy parameter block | Added EP-1 |
| Repeating Group 957 | NoStrategyParameters | Indicates number of strategy parameters | Added EP-1 |
| 958 | StrategyParameterName | StrtPrmNme | Name of parameter | Added EP-1 | |
| 959 | StrategyParameterType | StrtPrmTyp | Datatype of the parameter. | Added EP-1 | |
| 960 | StrategyParameterValue | StrtPrmVal | Value of the parameter | Added EP-1 |
| end Repeating Group |
| end Component |
| 848 | TargetStrategyParameters | TgtStrategyParameters | For further specification of the TargetStrategy | Added FIX.4.4 Deprecated FIX.5.0 | |
| 849 | ParticipationRate | ParticipationRt | Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) | Added FIX.4.4 Deprecated FIX.5.0 | |
| 850 | TargetStrategyPerformance | TgtStrategyPerformance | For communication of the performance of the order versus the target strategy | Added FIX.4.4 | |
| 15 | Currency | Ccy | Added FIX.2.7 | ||
| 2897 | CurrencyCodeSource | CcySrc | Added EP273 | ||
| 376 | ComplianceID | ComplianceID | Added FIX.4.2 | ||
| 2404 | ComplianceText | ComplianceTxt | Added EP185 | ||
| 2351 | EncodedComplianceTextLen | EncComplianceTxtLen | Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. | Added EP185 | |
| 2352 | EncodedComplianceText | EncComplianceTxt | Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. | Added EP185 | |
| 377 | SolicitedFlag | SolFlag | Added FIX.4.2 | ||
| 59 | TimeInForce | TmInForce | Absence of this field indicates Day order | Added FIX.2.7 | |
| 168 | EffectiveTime | EfctvTm | Time specified on the order at which the order should be considered valid | Added FIX.4.2 | |
| 432 | ExpireDate | ExpireDt | Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. | Added FIX.4.2 Updated EP188 | |
| 126 | ExpireTime | ExpireTm | Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. | Added FIX.4.0 Updated EP188 | |
| 1629 | ExposureDuration | ExpsreDur | Conditionally required when TimeInForce(59)=10 (Good for Time) | Added EP100 | |
| 1916 | ExposureDurationUnit | ExpsreDurUnit | Added EP159 | ||
| 18 | ExecInst | ExecInst | Can contain multiple instructions, space delimited. | Added FIX.2.7 | |
| 1805 | AuctionInstruction | AuctInst | Added EP131 | ||
| 1057 | AggressorIndicator | AgrsrInd | Added EP-1 | ||
| 528 | OrderCapacity | Cpcty | Added FIX.4.3 | ||
| 529 | OrderRestrictions | Rstctions | Added FIX.4.3 | ||
| 1815 | TradingCapacity | TrdgCpcty | Added EP131 | ||
| 1934 | RegulatoryReportType | RegRptTyp | Added EP261 | ||
| 1091 | PreTradeAnonymity | PrTrdAnon | Added EP-1 | ||
| 1390 | TradePublishIndicator | TrdPubInd | Applies to trades resulting from the order. | Added EP131 | |
| 582 | CustOrderCapacity | CustCpcty | Added FIX.4.3 |
| Component(-) | OrderAttributeGrp | OrdAttrib | Added EP222 |
| Repeating Group 2593 | NoOrderAttributes | Added EP222 |
| 2594 | OrderAttributeType | Typ | Required if NoOrderAttributes(2593) > 0. | Added EP222 | |
| 2595 | OrderAttributeValue | Val | Required if NoOrderAttributes(2593) > 0. | Added EP222 |
| end Repeating Group |
| end Component |
| 32 | LastQty | LastQty | Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType(150) = F (Trade) or ExecType(150) = G (Trade Correct) unless FillsGrp or OrderEventGrp is used. If ExecType(150) = 7 (Stopped), represents the quantity stopped/guaranteed/protected for. | Added FIX.2.7 Updated EP188 | |
| 1056 | CalculatedCcyLastQty | CalcCcyLastQty | Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. | Added EP-1 Updated EP188 | |
| 1071 | LastSwapPoints | LastSwapPnts | Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. | Added EP-1 Updated EP188 | |
| 652 | UnderlyingLastQty | UndLastQty | Added FIX.4.3 | ||
| 1828 | LastQtyVariance | LastQtyVarnc | Added EP132 | ||
| 31 | LastPx | LastPx | Price of this (last) fill. Required if ExecType(150) = ExecType = F (Trade) or G (Trade Correct) unless FillsGrp or OrderEventGrp or TradePriceCondition(1839)=17 (Price is pending) or 18 (Price is not applicable) is used. Should represent the all-in(LastSpotRate(194) + LastForwardPoints(195)) rate for F/X orders.). If ExecType(150) = 7 (Stopped), represents the price stopped/guaranteed/protected at. Not required for FX Swap when ExecType(150) = F (Trade) or G (Trade Correct) as there is no all-inrate that applies to both legs of the FX Swap. | Added FIX.2.7 Updated EP228 | |
| 651 | UnderlyingLastPx | UndLastPx | Added FIX.4.3 | ||
| 669 | LastParPx | LastParPx | Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. | Added FIX.4.4 Updated EP188 | |
| 631 | MidPx | MidPx | Added EP175 | ||
| 194 | LastSpotRate | LastSpotRt | Applicable for F/X orders | Added FIX.4.1 | |
| 195 | LastForwardPoints | LastFwdPnts | Applicable for F/X orders | Added FIX.4.1 | |
| 1743 | LastUpfrontPrice | LastUpfrontPx | Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). | Added EP119 | |
| 2750 | ReportingPx | RptngPx | Added EP237 | ||
| 2751 | ReportingQty | RptngQty | Added EP237 | ||
| 30 | LastMkt | LastMkt | If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. | Added FIX.2.7 Updated EP188 | |
| 1430 | VenueType | VenuTyp | Added EP209 | ||
| 1300 | MarketSegmentID | MktSegID | Added EP131 Updated EP209 | ||
| 100 | ExDestination | ExDest | Added EP115 Updated EP209 | ||
| 1133 | ExDestinationIDSource | ExDestIDSrc | Added EP115 Updated EP209 | ||
| 2704 | ExDestinationType | ExDestTyp | Added EP228 | ||
| 336 | TradingSessionID | SesID | Added FIX.4.2 | ||
| 625 | TradingSessionSubID | SesSub | Added FIX.4.3 | ||
| 943 | TimeBracket | TmBkt | Added FIX.4.4 | ||
| 29 | LastCapacity | LastCpcty | Added FIX.2.7 |
| Component(-) | LimitAmts | LmtAmts | Insert here the set of LimitAmtsfields defined in Common Components | Added EP100 |
| Repeating Group 1630 | NoLimitAmts | Number of limit amount occurrences. | Added EP100 Updated EP271 |
| 1631 | LimitAmtType | LmtAmtTyp | Required when NoLimitAmts > 0 | Added EP100 Updated EP180 | |
| 1632 | LastLimitAmt | LastLmtAmt | Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. | Added EP100 Updated EP180 | |
| 1633 | LimitAmtRemaining | LmtAmtRem | Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. | Added EP100 Updated EP180 | |
| 2394 | LimitUtilizationAmt | LmtUtilztnAmt | Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. | Added EP180 | |
| 2395 | LimitAmt | LmtAmt | Added EP180 | ||
| 1634 | LimitAmtCurrency | LmtAmtCcy | Added EP100 | ||
| 2935 | LimitAmtCurrencyCodeSource | LmtAmtCcySrc | Added EP273 | ||
| 2396 | LimitRole | LmtR | Added EP180 |
| end Repeating Group |
| end Component |
| 151 | LeavesQty | LeavesQty | Y | Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). | Added FIX.4.1 Updated EP188 |
| 14 | CumQty | CumQty | Y | Currently executed quantity for chain of orders. | Added FIX.2.7 |
| 84 | CxlQty | CxlQty | Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). | Added EP188 | |
| 6 | AvgPx | AvgPx | Not required for markets where average price is not calculated by the market. Conditionally required otherwise. | Added FIX.2.7 | |
| 424 | DayOrderQty | DayOrdQty | For GT orders on days following the day of the first trade. | Added FIX.4.2 | |
| 425 | DayCumQty | DayCumQty | For GT orders on days following the day of the first trade. | Added FIX.4.2 | |
| 426 | DayAvgPx | DayAvgPx | For GT orders on days following the day of the first trade. | Added FIX.4.2 | |
| 1361 | TotNoFills | TotNoFills | Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). | Added EP-1 Updated EP188 | |
| 893 | LastFragment | LastFragment | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. | Added EP-1 |
| Component(-) | FillsGrp | FillsGrp | Specifies the partial fills included in this ExecutionReport(35=8), mutually exclusive with OrderEventGrp component. | Added EP-1 Updated EP131 |
| Repeating Group 1362 | NoFills | Specifies the number of partial fills included in this Execution Report | Added EP-1 |
| 1363 | FillExecID | FillExecID | Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills(1362) > 0. | Added EP-1 Updated EP223 | |
| 1364 | FillPx | FillPx | Price of this partial fill. Required if NoFills(1362) > 0. Refer to LastPx(31). | Added EP-1 Updated EP223 | |
| 1365 | FillQty | FillQty | Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills(1362) > 0. | Added EP-1 Updated EP223 | |
| 2673 | FillMatchID | MtchID | Can be used to refer to the related match event. | Added EP223 | |
| 2674 | FillMatchSubID | MtchSubID | Can be used to refer to a price level (e.g. match step, clip) within the related match event. | Added EP223 | |
| 1443 | FillLiquidityInd | LqdtyInd | Added EP81 | ||
| 1622 | FillYieldType | Typ | Added EP98 | ||
| 1623 | FillYield | Yld | Added EP98 |
| Component(-) | NestedParties4 | Pty | Contraparty information | Added EP-1 |
| Repeating Group 1414 | NoNested4PartyIDs | Repeating group below should contain unique combinations of Nested4PartyID, Nested4PartyIDSource, and Nested4PartyRole. | Added EP-1 Updated EP95 |
| 1415 | Nested4PartyID | ID | Used to identify source of Nested4PartyID. Required if Nested4PartyIDSource is specified. Required if NoNested4PartyIDs > 0. | Added EP-1 | |
| 1416 | Nested4PartyIDSource | Src | Used to identify class source of Nested4PartyID value (e.g. BIC). Required if Nested4PartyID is specified. Required if NoNested4PartyIDs > 0. | Added EP-1 | |
| 1417 | Nested4PartyRole | R | Identifies the type of Nested4PartyID (e.g. Executing Broker). Required if NoNested4PartyIDs > 0. | Added EP-1 | |
| 2383 | Nested4PartyRoleQualifier | Qual | Added EP179 |
| Component(-) | NstdPtys4SubGrp | Sub | Added EP-1 |
| Repeating Group 1413 | NoNested4PartySubIDs | Added EP-1 |
| 1412 | Nested4PartySubID | ID | Added EP-1 | ||
| 1411 | Nested4PartySubIDType | Typ | Added EP-1 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | OrderEventGrp | OrdEvent | Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. | Added EP131 |
| Repeating Group 1795 | NoOrderEvents | Added EP131 |
| 1796 | OrderEventType | Typ | Required when NoOrderEvents(1795) > 0. | Added EP131 | |
| 1797 | OrderEventExecID | ID | Added EP131 | ||
| 1798 | OrderEventReason | Rsn | Added EP131 | ||
| 1799 | OrderEventPx | Px | Added EP131 | ||
| 1800 | OrderEventQty | Qty | Added EP131 | ||
| 1801 | OrderEventLiquidityIndicator | LqdtyInd | Added EP131 | ||
| 1802 | OrderEventText | Txt | Added EP131 |
| end Repeating Group |
| end Component |
| 2830 | EventInitiatorType | EvntInitrTyp | Added EP253 | ||
| 427 | GTBookingInst | GTBkngInst | States whether executions are booked out or accumulated on a partially filled GT order | Added FIX.4.2 | |
| 75 | TradeDate | TrdDt | Used when reporting other than current day trades. | Added FIX.2.7 | |
| 60 | TransactTime | TxnTm | Time the transaction represented by this ExecutionReport(35=8) occurred. | Added FIX.2.7 Updated EP131 | |
| 113 | ReportToExch | RptToExch | Added FIX.3.0 |
| Component(-) | CommissionData | Comm | Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. | Added FIX.4.3 Updated EP204 |
| 12 | Commission | Comm | Added FIX.4.3 | ||
| 13 | CommType | CommTyp | Added FIX.4.3 | ||
| 479 | CommCurrency | Ccy | Added FIX.4.3 Updated EP95 | ||
| 2922 | CommCurrencyCodeSource | CcySrc | Added EP273 | ||
| 1233 | CommRate | Rt | Added EP169 | ||
| 1238 | CommUnitOfMeasure | UOM | Added EP169 | ||
| 497 | FundRenewWaiv | FundRenewWaiv | Added FIX.4.3 Updated EP95 |
| end Component |
| Component(-) | CommissionDataGrp | CommData | Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. | Added EP204 |
| Repeating Group 2639 | NoCommissions | Added EP204 |
| 2640 | CommissionAmount | Amt | Required if NoCommissions(2639) > 0. If the commission is based on a percentage of trade quantity or a factor of unit of measure, CommissionRate(2646) and CommissionUnitOfMeasure(2644) may also be specified as appropriate. | Added EP204 | |
| 2641 | CommissionAmountType | Typ | Required if NoCommissions(2639) > 0. | Added EP204 | |
| 2725 | CommissionAmountSubType | SubTyp | Added EP233 | ||
| 2642 | CommissionBasis | Basis | Required if NoCommissions(2639) > 0. | Added EP204 | |
| 2643 | CommissionCurrency | Ccy | Added EP204 | ||
| 2923 | CommissionCurrencyCodeSource | CcySrc | Added EP273 | ||
| 2644 | CommissionUnitOfMeasure | UOM | Added EP204 | ||
| 2645 | CommissionUnitOfMeasureCurrency | UOMCcy | Added EP204 | ||
| 2924 | CommissionUnitOfMeasureCurrencyCodeSource | UOMCcySrc | Added EP273 | ||
| 2646 | CommissionRate | Rt | Added EP204 | ||
| 2647 | CommissionSharedIndicator | SharedInd | Added EP204 | ||
| 2648 | CommissionAmountShared | AmtShared | If specified, CommissionSharedIndicator(2647) must be set to Y. | Added EP204 | |
| 2649 | CommissionLegRefID | LegRefID | This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. | Added EP204 | |
| 2650 | CommissionDesc | Desc | Added EP204 | ||
| 2651 | EncodedCommissionDescLen | EncDescLen | Must be set if EncodedCommissionDesc(2652) is specified and must immediately precede it. | Added EP204 | |
| 2652 | EncodedCommissionDesc | EncDesc | Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. | Added EP204 |
| end Repeating Group |
| end Component |
| Component(-) | SpreadOrBenchmarkCurveData | SprdBnchmkCurve | Added FIX.4.3 Updated EP188 |
| 218 | Spread | Spread | For Fixed Income | Added FIX.4.3 | |
| 220 | BenchmarkCurveCurrency | Ccy | Added FIX.4.3 | ||
| 2950 | BenchmarkCurveCurrencyCodeSource | CcySrc | Added EP273 | ||
| 221 | BenchmarkCurveName | Name | Added FIX.4.3 | ||
| 222 | BenchmarkCurvePoint | Point | Added FIX.4.3 | ||
| 662 | BenchmarkPrice | Px | Added FIX.4.4 | ||
| 663 | BenchmarkPriceType | PxTyp | Must be present if BenchmarkPrice is used. | Added FIX.4.4 | |
| 699 | BenchmarkSecurityID | SecID | The identifier of the benchmark security, e.g. Treasury against Corporate bond. | Added FIX.4.4 | |
| 761 | BenchmarkSecurityIDSource | SecIDSrc | Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. | Added FIX.4.4 |
| end Component |
| Component(-) | RelativeValueGrp | ReltvVal | Added EP194 |
| Repeating Group 2529 | NoRelativeValues | Added EP194 |
| 2530 | RelativeValueType | Typ | Required if NoRelativeValues(2529) > 0. | Added EP194 | |
| 2531 | RelativeValue | Val | Required if NoRelativeValues(2529) > 0. | Added EP194 | |
| 2532 | RelativeValueSide | Side | Added EP194 | ||
| 3004 | RelativeValueTimestamp | TS | Added EP288 |
| end Repeating Group |
| end Component |
| Component(-) | YieldData | Yield | Added FIX.4.3 Updated EP188 |
| 235 | YieldType | Typ | Added FIX.4.3 | ||
| 236 | Yield | Yld | Added FIX.4.3 | ||
| 701 | YieldCalcDate | CalcDt | Added FIX.4.4 | ||
| 696 | YieldRedemptionDate | RedDt | Added FIX.4.4 | ||
| 697 | YieldRedemptionPrice | RedPx | Added FIX.4.4 | ||
| 698 | YieldRedemptionPriceType | RedPxTyp | Added FIX.4.4 |
| end Component |
| 381 | GrossTradeAmt | GrossTrdAmt | Added FIX.4.2 | ||
| 157 | NumDaysInterest | NumDaysInt | Added FIX.4.3 | ||
| 230 | ExDate | ExDt | Added FIX.4.3 | ||
| 158 | AccruedInterestRate | AcrdIntRt | Added FIX.4.3 | ||
| 159 | AccruedInterestAmt | AcrdIntAmt | Added FIX.4.3 | ||
| 738 | InterestAtMaturity | IntAtMat | For fixed income products which pay lump-sum interest at maturity. | Added FIX.4.4 | |
| 920 | EndAccruedInterestAmt | EndAcrdIntAmt | For repurchase agreements the accrued interest on termination. | Added FIX.4.4 | |
| 921 | StartCash | StartCsh | For repurchase agreements the start (dirty) cash consideration. | Added FIX.4.4 Updated EP188 | |
| 922 | EndCash | EndCsh | For repurchase agreements the end (dirty) cash consideration. | Added FIX.4.4 Updated EP188 | |
| 258 | TradedFlatSwitch | TrddFlatSwitch | Added FIX.4.3 | ||
| 259 | BasisFeatureDate | BasisFeatureDt | Added FIX.4.3 | ||
| 260 | BasisFeaturePrice | BasisFeaturePx | Added FIX.4.3 | ||
| 238 | Concession | Concession | Added FIX.4.3 | ||
| 237 | TotalTakedown | TotTakedown | Added FIX.4.3 | ||
| 118 | NetMoney | NetMny | On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. | Added FIX.4.0 Updated EP188 | |
| 119 | SettlCurrAmt | SettlCurrAmt | Used to report results of forex accommodation trade. | Added FIX.4.0 Updated EP188 | |
| 120 | SettlCurrency | SettlCcy | Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. | Added FIX.4.0 Updated EP188 | |
| 2899 | SettlCurrencyCodeSource | SettlCcySrc | Added EP273 |
| Component(-) | RateSource | RtSrc | Added EP82 |
| Repeating Group 1445 | NoRateSources | Added EP82 |
| 1446 | RateSource | RtSrc | Required if NoRateSource(1445) > 0 | Added EP82 | |
| 1447 | RateSourceType | RtSrcTyp | Required if NoRateSources(1445) > 0 | Added EP82 | |
| 1448 | ReferencePage | RefPg | May be used when RateSource(1446)=99 (Other) | Added EP82 Updated EP247 | |
| 2412 | RateSourceReferencePageHeading | RefHdng | Added EP187 | ||
| 2796 | FXBenchmarkRateFix | BnchmkRtFix | Added EP247 Deprecated EP293 | ||
| 3072 | RateSourceSymbol | Sym | Added EP293 | ||
| 3073 | FXBenchmark | FxBnchmk | Added EP293 | ||
| 3074 | FXBenchmarkDate | FxBnchmkDt | Conditionally required when FXBenchmarkTime(3075) or FXBenchmarkBusinessCenter(3076) is specified. | Added EP293 | |
| 3075 | FXBenchmarkTime | FxBnchmkTm | Conditionally required when FXBenchmarkDate(3074) or FXBenchmarkBusinessCenter(3076) is specified. | Added EP293 | |
| 3076 | FXBenchmarkBusinessCenter | FxBnchmkCtr | Conditionally required when FXBenchmarkDate(3074) or FXBenchmarkTime(3075) is specified. | Added EP293 |
| end Repeating Group |
| end Component |
| 2795 | OffshoreIndicator | OffshrInd | Added EP247 | ||
| 155 | SettlCurrFxRate | SettlCurrFxRt | Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). | Added FIX.4.1 Updated EP188 | |
| 156 | SettlCurrFxRateCalc | SettlCurrFxRtCalc | Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. | Added FIX.4.1 Updated EP188 | |
| 21 | HandlInst | HandlInst | Added FIX.4.2 | ||
| 110 | MinQty | MinQty | Added FIX.4.2 | ||
| 1822 | MinQtyMethod | MinQtyMeth | Added EP131 | ||
| 1089 | MatchIncrement | MtchInc | Added EP-1 | ||
| 1090 | MaxPriceLevels | MxPxLvls | Added EP-1 | ||
| 2676 | MaximumPriceDeviation | MaxPxDeviatn | Added EP223 |
| Component(-) | ValueChecksGrp | ValuChk | Added EP223 |
| Repeating Group 1868 | NoValueChecks | Added EP144 |
| 1869 | ValueCheckType | Typ | Required if NoValueChecks(1868) > 0. | Added EP144 | |
| 1870 | ValueCheckAction | Actn | Required if NoValueChecks(1868) > 0. | Added EP144 |
| end Repeating Group |
| end Component |
| Component(-) | MatchingInstructions | MtchgInst | Added EP99 |
| Repeating Group 1624 | NoMatchInst | Added EP99 |
| 1625 | MatchInst | Inst | Required if NoMatchInst > 0. | Added EP99 | |
| 1673 | MatchInstMarketID | MktID | Added EP99 | ||
| 1626 | MatchAttribTagID | ID | Required if NoMatchInst > 0. | Added EP99 | |
| 1627 | MatchAttribValue | Valu | Required if NoMatchInst > 0. | Added EP99 |
| end Repeating Group |
| end Component |
| 2362 | SelfMatchPreventionID | SlfMtchPrvntnID | May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. | Added EP218 | |
| 2964 | SelfMatchPreventionInstruction | SlfMtchPrvntnInst | May be used to return the self-match prevention instruction provided on the order placement message. Omit for unsolicited cancellations and use ExecRestatementReason(378) to convey the self-match prevention instruction that caused the cancellation. | Added EP280 | |
| 2523 | CrossedIndicator | CrssdInd | Added EP218 |
| Component(-) | DisplayInstruction | DsplyInstr | Added EP-1 Updated EP188 |
| 1138 | DisplayQty | DisplayQty | Added EP-1 | ||
| 1082 | SecondaryDisplayQty | SecDspQty | Added EP-1 | ||
| 1608 | InitialDisplayQty | InitDsplyQty | Only to be used in the ExecutionReport | Added EP115 | |
| 2828 | CurrentDisplayPrice | CurDspPx | Added EP253 | ||
| 1083 | DisplayWhen | DspWhn | Added EP-1 | ||
| 1084 | DisplayMethod | DspMthd | Added EP-1 | ||
| 1085 | DisplayLowQty | DsplLwQty | Required when DisplayMethod = 3 | Added EP-1 | |
| 1086 | DisplayHighQty | DisplayHighQty | Required when DisplayMethod = 3 | Added EP-1 | |
| 1087 | DisplayMinIncr | DspMinIncr | Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3 | Added EP-1 | |
| 1088 | RefreshQty | RfrshQty | Required when DisplayMethod = 2 | Added EP-1 |
| end Component |
| Component(-) | DisclosureInstructionGrp | DisclsrInst | Added EP131 Updated EP188 |
| Repeating Group 1812 | NoDisclosureInstructions | Added EP131 |
| 1813 | DisclosureType | Typ | Required when NoDisclosureInstructions(1812) > 0. | Added EP131 | |
| 1814 | DisclosureInstruction | Inst | Added EP131 |
| end Repeating Group |
| end Component |
| 111 | MaxFloor | MaxFloor | Added FIX.4.2 Updated EP195 Deprecated EP195 | ||
| 1816 | ClearingAccountType | ClrAcctTyp | Added EP131 | ||
| 77 | PositionEffect | PosEfct | For use in derivatives omnibus accounting | Added FIX.4.2 | |
| 210 | MaxShow | MaxShow | Added FIX.4.2 Deprecated FIX.5.0 | ||
| 775 | BookingType | BkngTyp | Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. | Added FIX.4.4 | |
| 58 | Text | Txt | Added FIX.2.7 | ||
| 354 | EncodedTextLen | EncTxtLen | Must be set if EncodedText field is specified and must immediately precede it. | Added FIX.4.2 | |
| 355 | EncodedText | EncTxt | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | Added FIX.4.2 | |
| 193 | SettlDate2 | SettlDt2 | Can be used with OrdType = Forex - Swapto specify the value datefor the future portion of a F/X swap. | Added FIX.4.2 Deprecated FIX.5.0 | |
| 192 | OrderQty2 | Qty2 | Can be used with OrdType = Forex - Swapto specify the order quantity for the future portion of a F/X swap. | Added FIX.4.2 Deprecated FIX.5.0 | |
| 641 | LastForwardPoints2 | LastFwdPnts2 | Can be used with OrdType = Forex - Swapto specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. | Added FIX.4.3 Updated EP195 Deprecated EP195 | |
| 442 | MultiLegReportingType | MLegRptTyp | Default is a single security if not specified. | Added FIX.4.2 | |
| 1385 | ContingencyType | ContingencyType | For contingency orders, the type of contingency as specified in the order. | Added EP100 | |
| 480 | CancellationRights | CxllationRights | For CIV - Optional | Added FIX.4.3 | |
| 481 | MoneyLaunderingStatus | MnyLaunderingStat | Added FIX.4.3 | ||
| 513 | RegistID | RegistID | Reference to Registration Instructions message for this Order. | Added FIX.4.3 | |
| 494 | Designation | Designation | Supplementary registration information for this Order | Added FIX.4.3 | |
| 483 | TransBkdTime | TransBkdTm | For CIV - Optional | Added FIX.4.3 | |
| 515 | ExecValuationPoint | ExecValuationPoint | For CIV - Optional | Added FIX.4.3 | |
| 484 | ExecPriceType | ExecPxTyp | For CIV - Optional | Added FIX.4.3 | |
| 485 | ExecPriceAdjustment | ExecPxAdjment | For CIV - Optional | Added FIX.4.3 | |
| 638 | PriorityIndicator | PriInd | Added FIX.4.3 | ||
| 639 | PriceImprovement | PxImprvmnt | Added FIX.4.3 | ||
| 851 | LastLiquidityInd | LastLqdtyInd | Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). | Added FIX.4.4 Updated EP188 |
| Component(-) | ContAmtGrp | ContAmt | Added FIX.4.4 Updated EP188 |
| Repeating Group 518 | NoContAmts | Number of contract details in this message (number of repeating groups to follow) | Added FIX.4.4 |
| 519 | ContAmtType | ContAmtTyp | Must be first field in the repeating group. | Added FIX.4.4 | |
| 520 | ContAmtValue | ContAmtValu | Added FIX.4.4 | ||
| 521 | ContAmtCurr | ContAmtCurr | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| Component(-) | InstrmtLegExecGrp | Exec | Specifies the leg executions of a multi-leg order or quote. | Added FIX.4.4 Updated EP188 |
| Repeating Group 555 | NoLegs | Number of leg executions. | Added FIX.4.4 Updated EP131 |
| Component(-) | InstrumentLeg | Leg | Required if NoLegs(555) > 0. | Added FIX.4.4 Updated EP131 |
| 600 | LegSymbol | Sym | Common, human understoodrepresentation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use [N/A]for products which do not have a symbol. Required if the InstrumentLeg component is marked as required where the component is used. | Added FIX.4.3 Updated EP277 | |
| 601 | LegSymbolSfx | Sfx | Added FIX.4.3 | ||
| 602 | LegSecurityID | ID | Added FIX.4.3 | ||
| 603 | LegSecurityIDSource | Src | Added FIX.4.3 |
| Component(-) | LegSecAltIDGrp | LegAID | Added FIX.4.4 |
| Repeating Group 604 | NoLegSecurityAltID | Added FIX.4.4 |
| 605 | LegSecurityAltID | SecAltID | Added FIX.4.4 | ||
| 606 | LegSecurityAltIDSource | SecAltIDSrc | Added FIX.4.4 | ||
| 2958 | LegSymbolPositionNumber | SymPosNum | Added EP273 |
| end Repeating Group |
| end Component |
| 1788 | LegID | LegID | Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID(654) whenever only a simple leg reference is allowed or needed. | Added EP131 | |
| 607 | LegProduct | Prod | Added FIX.4.3 | ||
| 1594 | LegSecurityGroup | SecGrp | Added EP107 | ||
| 608 | LegCFICode | CFI | Added FIX.4.3 | ||
| 2893 | LegUPICode | UPI | Added EP266 | ||
| 609 | LegSecurityType | SecTyp | Added FIX.4.3 | ||
| 764 | LegSecuritySubType | SecSubTyp | Added FIX.4.4 | ||
| 610 | LegMaturityMonthYear | MMY | Added FIX.4.3 | ||
| 611 | LegMaturityDate | Mat | Added FIX.4.3 | ||
| 1212 | LegMaturityTime | MatTm | Added EP-1 | ||
| 2986 | LegMaturityFrequencyUnit | MatFreqUnit | Conditionally required when LegMaturityFrequencyPeriod(2987) is specified. | Added EP287 | |
| 2987 | LegMaturityFrequencyPeriod | MatFreqPeriod | Conditionally required when LegMaturityFrequencyUnit(2986) is specified and the value is not EOM (End of Month) or F (Flexible). | Added EP287 | |
| 2146 | LegSettleOnOpenFlag | SettlOnOpenFlag | Added EP169 | ||
| 2147 | LegInstrmtAssignmentMethod | AsgnMeth | Added EP169 | ||
| 2148 | LegSecurityStatus | Status | Added EP169 | ||
| 248 | LegCouponPaymentDate | CpnPmt | Added FIX.4.3 | ||
| 2149 | LegRestructuringType | RestrctTyp | Added EP169 | ||
| 2150 | LegSeniority | Snrty | Added EP169 | ||
| 2151 | LegNotionalPercentageOutstanding | NotlPctOut | Added EP169 | ||
| 2152 | LegOriginalNotionalPercentageOutstanding | OrigNotlPctOut | Added EP169 | ||
| 2153 | LegAttachmentPoint | AttchPnt | Added EP169 | ||
| 2154 | LegDetachmentPoint | DetchPnt | Added EP169 | ||
| 2155 | LegObligationType | ObligTyp | Added EP169 | ||
| 2348 | LegAssetGroup | AssetGrp | Added EP192 | ||
| 2067 | LegAssetClass | AssetClss | Required if LegAssetSubClass(2068) is specified. | Added EP161 Updated EP235 | |
| 2068 | LegAssetSubClass | AssetSubClss | Required if LegAssetType(2069) is specified. | Added EP161 Updated EP235 | |
| 2069 | LegAssetType | AssetTyp | Required if LegAssetSubType(2739) is specified. | Added EP161 Updated EP235 | |
| 2739 | LegAssetSubType | AsstSubTyp | Added EP235 |
| Component(-) | LegSecondaryAssetGrp | ScndryAsset | Added EP161 |
| Repeating Group 2076 | NoLegSecondaryAssetClasses | Added EP161 |
| 2077 | LegSecondaryAssetClass | Clss | Required if NoLegSecondaryAssetClasses(2076) > 0. | Added EP161 | |
| 2078 | LegSecondaryAssetSubClass | SubClss | Required if LegSecondaryAssetType(2079) is specified. | Added EP161 Updated EP235 | |
| 2079 | LegSecondaryAssetType | Typ | Required if LegSecondaryAssetSubType(2743) is specified. | Added EP161 Updated EP235 | |
| 2743 | LegSecondaryAssetSubType | SubTyp | Added EP235 |
| end Repeating Group |
| end Component |
| Component(-) | LegAssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 2308 | NoLegAssetAttributes | Added EP169 |
| 2309 | LegAssetAttributeType | Typ | Required if NoLegAssetAttributes(2308) > 0. | Added EP169 | |
| 2310 | LegAssetAttributeValue | Val | Added EP169 | ||
| 2311 | LegAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 2070 | LegSwapClass | SwapClss | Added EP161 | ||
| 2156 | LegSwapSubClass | SwapSubClss | Added EP169 | ||
| 2157 | LegNthToDefault | NthDflt | Conditionally required when LegMthToDefault(2158) is specified. | Added EP169 | |
| 2158 | LegMthToDefault | MthDflt | Added EP169 | ||
| 2159 | LegSettledEntityMatrixSource | SettldMtrxSrc | Added EP169 | ||
| 2160 | LegSettledEntityMatrixPublicationDate | SettldMtrxDt | Added EP169 | ||
| 2161 | LegCouponType | CpnTyp | Added EP169 | ||
| 2162 | LegTotalIssuedAmount | TotAmt | Added EP169 | ||
| 2163 | LegCouponFrequencyPeriod | CpnPeriod | Conditionally required when LegCouponFreqUnit(2164) is specified. | Added EP169 | |
| 2164 | LegCouponFrequencyUnit | CpnUnit | Conditionally required when LegCouponFreqPeriod(2163) is specified. | Added EP169 | |
| 2165 | LegCouponDayCount | CpnDayCnt | Added EP169 | ||
| 2880 | LegCouponOtherDayCount | CpnOtherDayCnt | Added EP254 | ||
| 2166 | LegConvertibleBondEquityID | CnvrtBondEqtyID | Added EP169 | ||
| 2167 | LegConvertibleBondEquityIDSource | CnvrtBondEqtyIDSrc | Conditionally required when LegConvertibleBondEquityID(2166) is specified. | Added EP169 | |
| 2168 | LegContractPriceRefMonth | PxRefMo | Added EP169 | ||
| 2169 | LegLienSeniority | LienSnrty | Added EP169 | ||
| 2170 | LegLoanFacility | LoanFclty | Added EP169 | ||
| 2171 | LegReferenceEntityType | RefEntityTyp | Added EP169 | ||
| 2172 | LegIndexSeries | NdxSeries | Added EP169 | ||
| 2173 | LegIndexAnnexVersion | NdxAnxVer | Added EP169 | ||
| 2174 | LegIndexAnnexDate | NdxAnxDt | Added EP169 | ||
| 2175 | LegIndexAnnexSource | NdxAnxSrc | Added EP169 | ||
| 2176 | LegSettlRateIndex | SettlNdx | Added EP169 | ||
| 2177 | LegSettlRateIndexLocation | SettlNdxLctn | Added EP169 | ||
| 2178 | LegOptionExpirationDesc | ExpDesc | Added EP169 | ||
| 2179 | EncodedLegOptionExpirationDescLen | EncExpDescLen | Must be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it. | Added EP169 | |
| 2180 | EncodedLegOptionExpirationDesc | EncExpDesc | Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 249 | LegIssueDate | Issued | Added FIX.4.3 | ||
| 250 | LegRepoCollateralSecurityType | RepoCollSecTyp | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 251 | LegRepurchaseTerm | RepoTrm | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 252 | LegRepurchaseRate | RepoRt | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 253 | LegFactor | Fctr | Added FIX.4.3 | ||
| 257 | LegCreditRating | CrdRtg | Added FIX.4.3 | ||
| 599 | LegInstrRegistry | Rgstry | Added FIX.4.3 | ||
| 596 | LegCountryOfIssue | Ctry | Added FIX.4.3 | ||
| 597 | LegStateOrProvinceOfIssue | StOrProvnc | Added FIX.4.3 | ||
| 598 | LegLocaleOfIssue | Lcl | Added FIX.4.3 | ||
| 254 | LegRedemptionDate | Redeem | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 612 | LegStrikePrice | Strk | Added FIX.4.3 | ||
| 942 | LegStrikeCurrency | StrkCcy | Added FIX.4.4 | ||
| 2908 | LegStrikeCurrencyCodeSource | StrkCcySrc | Added EP273 | ||
| 2181 | LegStrikeMultiplier | StrkMult | Added EP169 | ||
| 2182 | LegStrikeValue | StrkValu | Added EP169 | ||
| 2183 | LegStrikeUnitOfMeasure | StrkUOM | Added EP169 | ||
| 2184 | LegStrikeIndex | StrkNdx | Added EP169 | ||
| 2604 | LegStrikeIndexCurvePoint | StrkNdxPnt | Added EP208 | ||
| 2185 | LegStrikeIndexSpread | StrkSpread | Added EP169 | ||
| 2605 | LegStrikeIndexQuote | StrkNdxQte | Added EP208 | ||
| 2186 | LegStrikePriceDeterminationMethod | StrkPxDtrmnMeth | Added EP169 | ||
| 2187 | LegStrikePriceBoundaryMethod | StrkPxBndryMeth | When specified, LegPutOrCall(1358), LegStrikePrice(612), and LegStrikePriceBoundaryPrecision(2188) must also be specified. | Added EP169 Updated EP224 | |
| 2188 | LegStrikePriceBoundaryPrecision | StrkPxBndryPrcsn | Added EP169 | ||
| 2189 | LegUnderlyingPriceDeterminationMethod | PxDtrmnMeth | Added EP169 | ||
| 613 | LegOptAttribute | OptA | Added FIX.4.3 | ||
| 614 | LegContractMultiplier | Cmult | Added FIX.4.3 | ||
| 1436 | LegContractMultiplierUnit | MultTyp | Added EP80 Updated EP179 | ||
| 2354 | LegTradingUnitPeriodMultiplier | TrdgUnitPeriodMult | Added EP179 | ||
| 1440 | LegFlowScheduleType | FlowSchedTyp | Added EP80 Updated EP179 | ||
| 2190 | LegMinPriceIncrement | MinPxIncr | Added EP169 | ||
| 2191 | LegMinPriceIncrementAmount | MinPxIncrAmt | Added EP169 | ||
| 999 | LegUnitOfMeasure | UOM | Added EP-1 | ||
| 1224 | LegUnitOfMeasureQty | UOMQty | Added EP-1 | ||
| 1720 | LegUnitOfMeasureCurrency | UOMCcy | Added EP122 | ||
| 2909 | LegUnitOfMeasureCurrencyCodeSource | UOMCcySrc | Added EP273 | ||
| 1421 | LegPriceUnitOfMeasure | PxUOM | Added EP-1 | ||
| 1422 | LegPriceUnitOfMeasureQty | PxUOMQty | Added EP-1 | ||
| 1721 | LegPriceUnitOfMeasureCurrency | PxUOMCcy | Added EP122 | ||
| 2910 | LegPriceUnitOfMeasureCurrencyCodeSource | PxUOMCcySrc | Added EP273 | ||
| 2192 | LegSettlMethod | SettlMeth | Added EP169 | ||
| 1001 | LegTimeUnit | TmUnit | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | Added EP-1 | |
| 1420 | LegExerciseStyle | ExerStyle | Added EP-1 | ||
| 2193 | LegOptPayoutType | OptPayoutTyp | Added EP169 | ||
| 2194 | LegOptPayoutAmount | OptPayAmt | Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary). | Added EP169 | |
| 2755 | LegReturnTrigger | RtnTrgr | Added EP238 | ||
| 2195 | LegPriceQuoteMethod | PxQteMeth | Added EP169 | ||
| 2196 | LegValuationMethod | ValMeth | Added EP169 | ||
| 2197 | LegValuationSource | ValSrc | Added EP169 | ||
| 2198 | LegValuationReferenceModel | ValRefModel | Added EP169 | ||
| 1528 | LegPriceQuoteCurrency | PxQteCcy | Added EP107 | ||
| 2911 | LegPriceQuoteCurrencyCodeSource | PxQteCcySrc | Added EP273 | ||
| 2199 | LegListMethod | ListMeth | Added EP169 | ||
| 2200 | LegCapPrice | CapPx | Added EP169 | ||
| 2201 | LegFloorPrice | FlrPx | Added EP169 | ||
| 2202 | LegFlexibleIndicator | FlexInd | Added EP169 | ||
| 2203 | LegFlexProductEligibilityIndicator | FlexProdElig | Added EP169 | ||
| 615 | LegCouponRate | CpnRt | Added FIX.4.3 | ||
| 616 | LegSecurityExchange | Exch | Added FIX.4.3 | ||
| 2205 | LegPositionLimit | PosLmt | Added EP169 | ||
| 2206 | LegNTPositionLimit | NTPosLmt | Added EP169 | ||
| 617 | LegIssuer | Issr | Added FIX.4.3 | ||
| 618 | EncodedLegIssuerLen | EncLegIssrLen | Must be set if EncodedLegIssuer(618) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 619 | EncodedLegIssuer | EncLegIssr | Encoded (non-ASCII characters) representation of the LegIssuer(617) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 | |
| 2740 | LegFinancialInstrumentShortName | ShrtName | Added EP235 | ||
| 2717 | LegFinancialInstrumentFullName | FullName | Added EP232 | ||
| 2718 | EncodedLegFinancialInstrumentFullNameLen | EncFullNameLen | Must be set if EncodedLegFinancialInstrumentFullName(2719) field is specified and must immediately precede it. | Added EP232 | |
| 2719 | EncodedLegFinancialInstrumentFullName | EncFullName | Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field. | Added EP232 | |
| 620 | LegSecurityDesc | Desc | Added FIX.4.3 | ||
| 621 | EncodedLegSecurityDescLen | EncLegSecDescLen | Must be set if LegEncodedSecurityDesc(622) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 622 | EncodedLegSecurityDesc | EncLegSecDesc | Encoded (non-ASCII characters) representation of the LegSecurityDesc(620) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 |
| Component(-) | LegSecurityXML | SecXML | Embedded XML document describing the leg instrument. | Added EP145 |
| 1871 | LegSecurityXMLLen | Must be provided if LegSecurityXML(1872) field is specified and must immediately precede it. | Added EP145 | ||
| 1872 | LegSecurityXML | SecXML | Added EP145 | ||
| 1873 | LegSecurityXMLSchema | Schema | Added EP145 |
| end Component |
| 2207 | LegCPProgram | CPPgm | Added EP169 | ||
| 2208 | LegCPRegType | CPRegTyp | Added EP169 | ||
| 623 | LegRatioQty | RatioQty | Specific to the <InstrumentLeg> (not in <Instrument>) | Added FIX.4.3 | |
| 624 | LegSide | Side | Specific to the <InstrumentLeg> (not in <Instrument>) | Added FIX.4.3 | |
| 556 | LegCurrency | Ccy | Specific to the <InstrumentLeg> (not in <Instrument>) | Added FIX.4.4 | |
| 2898 | LegCurrencyCodeSource | CcySrc | Added EP273 | ||
| 740 | LegPool | Pool | Identifies MBS / ABS pool | Added FIX.4.4 | |
| 739 | LegDatedDate | Dated | Added FIX.4.4 | ||
| 955 | LegContractSettlMonth | CSetMo | Added FIX.4.4 | ||
| 956 | LegInterestAccrualDate | IntAcrl | Added FIX.4.4 | ||
| 1358 | LegPutOrCall | PutCall | Used to express option right | Added EP-1 | |
| 2682 | LegInTheMoneyCondition | ITMCond | Used to express in-the-moneyness behavior in general terms for the option without the use of LegStrikePrice(612) and LegPutOrCall(1358). | Added EP224 | |
| 2686 | LegContraryInstructionEligibilityIndicator | CntraryInstEligInd | Added EP224 | ||
| 1017 | LegOptionRatio | LegOptionRatio | LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity. | Added EP-1 | |
| 566 | LegPrice | Px | Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price. | Added EP-1 |
| Component(-) | LegEvntGrp | Evnt | Added EP161 |
| Repeating Group 2059 | NoLegEvents | Added EP161 |
| 2060 | LegEventType | Typ | Required if NoLegEvents(2059) > 0. | Added EP161 | |
| 2061 | LegEventDate | Dt | Conditionally required when LegEventTime(2062) is specified. | Added EP161 | |
| 2062 | LegEventTime | Tm | Added EP161 | ||
| 2063 | LegEventTimeUnit | TmUnit | Conditionally required when LegEventTimePeriod(2064) is specified. | Added EP161 | |
| 2064 | LegEventTimePeriod | TmPeriod | Conditionally required when LegEventTimeUnit(2063) is specified. | Added EP161 | |
| 2341 | LegEventMonthYear | MoYr | Added EP161 | ||
| 2065 | LegEventPx | Px | Added EP161 | ||
| 2066 | LegEventText | Txt | Added EP161 | ||
| 2074 | EncodedLegEventTextLen | EncTxtLen | Must be set if EncodedLegEventText(2075) field is specified and must immediately precede it. | Added EP161 | |
| 2075 | EncodedLegEventText | EncTxt | Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegInstrumentParties | Pty | Added EP169 |
| Repeating Group 2254 | NoLegInstrumentParties | Repeating group below should contain unique combinations of LegInstrumentPartyID(2255), LegInstrumentPartyIDSource(2256) and LegInstrumentPartyRole(2257). | Added EP169 |
| 2255 | LegInstrumentPartyID | ID | Used to identify the source of PartyID. Required if LegInstrumentPartyIDSource(2256) is specified. Required if NoLegInstrumentParties(2254) > 0. | Added EP169 | |
| 2256 | LegInstrumentPartyIDSource | Src | Used to identify class source of LegInstrumentPartyID(2255) value (e.g. BIC). Required if LegInstrumentPartyID(2255) is specified. Required if NoLegInstrumentParties(2254) > 0. | Added EP169 | |
| 2257 | LegInstrumentPartyRole | R | Identifies the type of LegInstrumentPartyID(2255) (e.g. Executing Broker). Required if NoLegInstrumentParties(2254) > 0. | Added EP169 | |
| 2379 | LegInstrumentPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | LegInstrumentPtysSubGrp | Sub | Repeating group of party sub-identifiers. | Added EP169 |
| Repeating Group 2258 | NoLegInstrumentPartySubIDs | Added EP169 |
| 2259 | LegInstrumentPartySubID | ID | Required if NoLegInstrumentPartySubIDs(2258) > 0. | Added EP169 | |
| 2260 | LegInstrumentPartySubIDType | Typ | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2209 | LegShortSaleRestriction | ShrtRstctn | Added EP169 |
| Component(-) | LegComplexEvents | CmplxEvnt | Added EP169 |
| Repeating Group 2218 | NoLegComplexEvents | Added EP169 |
| 2219 | LegComplexEventType | Typ | Required if NoLegComplexEvents(2218)) > 0. | Added EP169 | |
| 2220 | LegComplexOptPayoutPaySide | OptPay | Added EP169 | ||
| 2221 | LegComplexOptPayoutReceiveSide | OptRcv | Added EP169 | ||
| 2222 | LegComplexOptPayoutUnderlier | OptUndlr | Added EP169 | ||
| 2223 | LegComplexOptPayoutAmount | OptPayAmt | Added EP169 | ||
| 2224 | LegComplexOptPayoutPercentage | OptPctage | Added EP169 | ||
| 2225 | LegComplexOptPayoutTime | OptTm | Added EP169 | ||
| 2226 | LegComplexOptPayoutCurrency | OptCcy | Added EP169 | ||
| 2944 | LegComplexOptPayoutCurrencyCodeSource | OptCcySrc | Added EP273 | ||
| 2227 | LegComplexEventPrice | Px | Added EP169 | ||
| 2228 | LegComplexEventPricePercentage | PxPctage | Added EP169 | ||
| 2229 | LegComplexEventPriceBoundaryMethod | PxBndryMeth | Added EP169 | ||
| 2230 | LegComplexEventPriceBoundaryPrecision | PxBndryPrcsn | Added EP169 | ||
| 2231 | LegComplexEventPriceTimeType | PxTmTyp | Added EP169 | ||
| 2232 | LegComplexEventCondition | Cond | Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition(2232) in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition(2232) which links it with the second event. | Added EP169 |
| Component(-) | LegComplexEventDates | EvntDts | Added EP169 |
| Repeating Group 2250 | NoLegComplexEventDates | Added EP169 |
| 2251 | LegComplexEventStartDate | StartDt | Required if NoLegComplexEventDates(2250) > 0. | Added EP169 | |
| 2252 | LegComplexEventEndDate | EndDt | Required if NoLegComplexEventDates(2250) > 0. | Added EP169 |
| Component(-) | LegComplexEventTimes | EvntTms | Added EP169 |
| Repeating Group 2253 | NoLegComplexEventTimes | Added EP169 |
| 2204 | LegComplexEventStartTime | StartTm | Required if NoLegComplexEventTimes(2253) > 0. | Added EP169 | |
| 2247 | LegComplexEventEndTime | EndTm | Required if NoLegComplexEventTimes(2253) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2233 | LegComplexEventCurrencyOne | Ccy1 | Added EP169 | ||
| 2945 | LegComplexEventCurrencyOneCodeSource | Ccy1Src | Added EP273 | ||
| 2234 | LegComplexEventCurrencyTwo | Ccy2 | Added EP169 | ||
| 2946 | LegComplexEventCurrencyTwoCodeSource | Ccy2Src | Added EP273 | ||
| 2235 | LegComplexEventQuoteBasis | QteBasis | Added EP169 | ||
| 2236 | LegComplexEventFixedFXRate | Rt | Added EP169 | ||
| 2409 | LegComplexEventSpotRate | SpotRt | Added EP187 | ||
| 2410 | LegComplexEventForwardPoints | FwdPnts | Added EP187 | ||
| 2237 | LegComplexEventDeterminationMethod | Meth | Added EP169 | ||
| 2238 | LegComplexEventCalculationAgent | CalcAgent | Added EP169 | ||
| 2239 | LegComplexEventStrikePrice | StrkPx | Added EP169 | ||
| 2240 | LegComplexEventStrikeFactor | StrkFctr | Added EP169 | ||
| 2241 | LegComplexEventStrikeNumberOfOptions | StrkNum | Added EP169 |
| Component(-) | LegComplexEventRateSourceGrp | RtSrc | Added EP169 |
| Repeating Group 41382 | NoLegComplexEventRateSources | Added EP169 |
| 41383 | LegComplexEventRateSource | RtSrc | Required if NoLegComplexEventRateSources(41382) > 0. | Added EP169 | |
| 41384 | LegComplexEventRateSourceType | RtSrcTyp | Required if NoLegComplexEventRateSources(41382) > 0. | Added EP169 | |
| 41385 | LegComplexEventReferencePage | RefPg | Conditionally required when LegComplexEventRateSource(41383) = 99 (Other). | Added EP169 | |
| 41386 | LegComplexEvenReferencePageHeading | RefHdng | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegComplexEventRelativeDate | ReltvDt | Added EP169 |
| 41389 | LegComplexEventDateUnadjusted | DtUnadj | Added EP169 | ||
| 41390 | LegComplexEventDateRelativeTo | Reltv | Added EP169 | ||
| 41391 | LegComplexEventDateOffsetPeriod | OfstPeriod | Conditionally required when LegComplexEventDateOffsetUnit(41392) is specified. | Added EP169 | |
| 41392 | LegComplexEventDateOffsetUnit | OfstUnit | Conditionally required when LegComplexEventDateOffsetPeriod(41391) is specified. | Added EP169 | |
| 41393 | LegComplexEventDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41394 | LegComplexEventDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates. | Added EP169 |
| Component(-) | LegComplexEventDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates. | Added EP169 |
| Repeating Group 41387 | NoLegComplexEventDateBusinessCenters | Added EP169 |
| 41388 | LegComplexEventDateBusinessCenter | Ctr | Required if NoLegComplexEventDateBusinessCenters(41387) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41395 | LegComplexEventDateAdjusted | Dt | Added EP169 | ||
| 41396 | LegComplexEventFixingTime | FixngTm | Added EP169 | ||
| 41397 | LegComplexEventFixingTimeBusinessCenter | FixngBizCtr | Added EP169 |
| end Component |
| Component(-) | LegComplexEventPeriodGrp | Period | Added EP169 |
| Repeating Group 41379 | NoLegComplexEventPeriods | Added EP169 |
| 41380 | LegComplexEventPeriodType | Typ | Required if NoLegComplexEventPeriods(41379) > 0. | Added EP169 | |
| 41381 | LegComplexEventBusinessCenter | BizCtr | Added EP169 |
| Component(-) | LegComplexEventScheduleGrp | Sched | Added EP169 |
| Repeating Group 41400 | NoLegComplexEventSchedules | Added EP169 |
| 41401 | LegComplexEventScheduleStartDate | StartDt | Required if NoLegComplexEventScedules(41400) > 0. | Added EP169 | |
| 41402 | LegComplexEventScheduleEndDate | EndDt | Added EP169 | ||
| 41403 | LegComplexEventScheduleFrequencyPeriod | FreqPeriod | Conditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified. | Added EP169 | |
| 41404 | LegComplexEventScheduleFrequencyUnit | FreqUnit | Conditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified. | Added EP169 | |
| 41405 | LegComplexEventScheduleRollConvention | Roll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegComplexEventPeriodDateGrp | Dt | Added EP169 |
| Repeating Group 41376 | NoLegComplexEventPeriodDateTimes | Added EP169 |
| 41377 | LegComplexEventPeriodDate | Dt | Required if NoLegComplexEventPeriodDateTimes(41376) > 0. | Added EP169 | |
| 41378 | LegComplexEventPeriodTime | Tm | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegComplexEventAveragingObservationGrp | AvgngObsvtn | Added EP169 |
| Repeating Group 41363 | NoLegComplexEventAveragingObservations | Added EP169 |
| 41364 | LegComplexEventAveragingObservationNumber | ObsvtnNum | Required if NoLegComplexEventAveragingObservations(41363) > 0. | Added EP169 | |
| 41365 | LegComplexEventAveragingWeight | Wt | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2242 | LegComplexEventCreditEventsXIDRef | CdtEvntXIDRef | Added EP169 | ||
| 2243 | LegComplexEventCreditEventNotifyingParty | NotifygPty | Added EP169 | ||
| 2244 | LegComplexEventCreditEventBusinessCenter | BizCtr | Added EP169 | ||
| 2245 | LegComplexEventCreditEventStandardSources | StdSrcs | Added EP169 | ||
| 2246 | LegComplexEventCreditEventMinimumSources | MinSrcs | Added EP169 |
| Component(-) | LegComplexEventCreditEventSourceGrp | EvntSrc | Added EP169 |
| Repeating Group 41398 | NoLegComplexEventCreditEventSources | Added EP169 |
| 41399 | LegComplexEventCreditEventSource | Src | Required if NoLegComplexEventCreditEventSources(41398) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegComplexEventCreditEventGrp | CrdEvnt | Added EP169 |
| Repeating Group 41366 | NoLegComplexEventCreditEvents | Added EP169 |
| 41367 | LegComplexEventCreditEventType | Typ | Required if NoLegComplexEventCreditEvents(41366) > 0. | Added EP169 | |
| 41368 | LegComplexEventCreditEventValue | Val | Added EP169 | ||
| 41369 | LegComplexEventCreditEventCurrency | Ccy | Added EP169 | ||
| 41370 | LegComplexEventCreditEventPeriod | Period | Conditionally required when LegComplexEventCreditEventUnit(41371) is specified. | Added EP169 | |
| 41371 | LegComplexEventCreditEventUnit | Unit | Conditionally required when LegComplexEventCreditEventPeriod(41370) is specified. | Added EP169 | |
| 41372 | LegComplexEventCreditEventDayType | DayTyp | Added EP169 | ||
| 41373 | LegComplexEventCreditEventRateSource | RtSrc | Added EP169 |
| Component(-) | LegComplexEventCreditEventQualifierGrp | Qual | Added EP169 |
| Repeating Group 41374 | NoLegComplexEventCreditEventQualifiers | Added EP169 |
| 41375 | LegComplexEventCreditEventQualifier | Qual | Required if NoLegComplexEventCreditEventQualifiers(41374) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2608 | LegComplexEventFuturesPriceValuation | FutPxVal | Added EP208 | ||
| 2609 | LegComplexEventOptionsPriceValuation | OptPxVal | Added EP208 | ||
| 2610 | LegComplexEventPVFinalPriceElectionFallback | PVPxFallbck | Added EP208 | ||
| 2248 | LegComplexEventXID | XID | Added EP169 | ||
| 2249 | LegComplexEventXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 2211 | LegStrategyType | StrtTyp | Added EP169 | ||
| 2212 | LegCommonPricingIndicator | CmnPxng | Added EP169 | ||
| 2213 | LegSettlDisruptionProvision | SettlDsrptnProv | Added EP169 | ||
| 2754 | LegDeliveryRouteOrCharter | RteChrtr | Added EP238 | ||
| 2214 | LegInstrumentRoundingDirection | RndDirctn | Added EP169 | ||
| 2215 | LegInstrumentRoundingPrecision | RndPrcsn | Added EP169 |
| Component(-) | LegDateAdjustment | DtAdjmt | Added EP161 |
| 40925 | LegBusinessDayConvention | BizDayCnvtn | Added EP161 |
| Component(-) | LegBusinessCenterGrp | BizCtr | Added EP161 |
| Repeating Group 40923 | NoLegBusinessCenters | Added EP161 |
| 40924 | LegBusinessCenter | Ctr | Required if NoLegBusinessCenters(40923) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40926 | LegDateRollConvention | Roll | Added EP161 |
| end Component |
| Component(-) | LegPricingDateTime | PxngDtTm | Added EP169 |
| 41609 | LegPricingDateUnadjusted | DtUnadj | Added EP169 | ||
| 41610 | LegPricingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates. | Added EP169 |
| Component(-) | LegPricingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates. | Added EP169 |
| Repeating Group 41607 | NoLegPricingDateBusinessCenters | Added EP169 |
| 41608 | LegPricingDateBusinessCenter | Ctr | Required if NoLegPricingDateBusinessCenters(41607) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41611 | LegPricingDateAdjusted | Dt | Added EP169 | ||
| 41612 | LegPricingTime | Tm | Added EP169 | ||
| 41613 | LegPricingTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | LegMarketDisruption | MktDsrptn | Added EP169 |
| 41462 | LegMarketDisruptionProvision | Prov | Added EP169 |
| Component(-) | LegMarketDisruptionEventGrp | Evnt | Added EP169 |
| Repeating Group 41467 | NoLegMarketDisruptionEvents | Added EP169 |
| 41468 | LegMarketDisruptionEvent | Evnt | Required if NoLegMarketDisruptionEvents(41467) > 0. | Added EP169 | |
| 40223 | LegMarketDisruptionValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| 41463 | LegMarketDisruptionFallbackProvision | FallbckProv | Added EP169 |
| Component(-) | LegMarketDisruptionFallbackGrp | Fallbck | Added EP169 |
| Repeating Group 41469 | NoLegMarketDisruptionFallbacks | Added EP169 |
| 41470 | LegMarketDisruptionFallbackType | Typ | Required if NoLegMarketDisruptionFallbacks(41469) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. | Added EP169 | |
| 40990 | LegMarketDisruptionFallbackValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | LegMarketDisruptionFallbackReferencePriceGrp | FallbckRefPx | Added EP169 |
| Repeating Group 41471 | NoLegMarketDisruptionFallbackReferencePrices | Added EP169 |
| 41472 | LegMarketDisruptionFallbackUnderlierType | Typ | Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0. | Added EP169 | |
| 41473 | LegMarketDisruptionFallbackUnderlierSecurityID | ID | Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified. | Added EP169 | |
| 41474 | LegMarketDisruptionFallbackUnderlierSecurityIDSource | Src | Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified. | Added EP169 | |
| 41475 | LegMarketDisruptionFallbackUnderlierSecurityDesc | Desc | Added EP169 | ||
| 41476 | EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen | EncDescLen | Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it. | Added EP169 | |
| 41477 | EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc | EncDesc | Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41478 | LegMarketDisruptionFallbackOpenUnits | OpnUnits | Added EP169 | ||
| 41479 | LegMarketDisruptionFallbackBasketCurrency | Ccy | Added EP169 | ||
| 41480 | LegMarketDisruptionFallbackBasketDivisor | Dvsr | Added EP169 |
| end Repeating Group |
| end Component |
| 41464 | LegMarketDisruptionMaximumDays | MaxDays | Added EP169 | ||
| 41465 | LegMarketDisruptionMaterialityPercentage | MtrltyPctage | If specified, the disruption event should be specified in LegMarketDisruptionEventGrp. | Added EP169 | |
| 41466 | LegMarketDisruptionMinimumFuturesContracts | MinCtrcts | Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'. | Added EP169 |
| end Component |
| Component(-) | LegOptionExercise | OptExer | Added EP169 |
| 41481 | LegExerciseDesc | Desc | Added EP169 | ||
| 41482 | EncodedLegExerciseDescLen | EncDescLen | Must be set if EncodedLegExerciseDesc (41483) field is specified and must immediately precede it. | Added EP169 | |
| 41483 | EncodedLegExerciseDesc | EncDesc | Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41484 | LegAutomaticExerciseIndicator | AutoExerInd | Added EP169 | ||
| 41485 | LegAutomaticExerciseThresholdRate | AutoRt | Added EP169 | ||
| 41486 | LegExerciseConfirmationMethod | ExerCnfm | Added EP169 | ||
| 41487 | LegManualNoticeBusinessCenter | ManNtcBizCtr | Added EP169 | ||
| 41488 | LegFallbackExerciseIndicator | FallbckExerInd | Added EP169 | ||
| 41489 | LegLimitRightToConfirmIndicator | LtdRightCnfmInd | Added EP169 | ||
| 41490 | LegExerciseSplitTicketIndicator | ExerSplitTktInd | Added EP169 | ||
| 42391 | LegSettlMethodElectingPartySide | SettlMethElctngSide | Added EP208 |
| Component(-) | LegSettlMethodElectionDate | SettlMethDt | Added EP208 |
| 42574 | LegSettlMethodElectionDateUnadjusted | DtUnadj | Added EP208 | ||
| 42575 | LegSettlMethodElectionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to LegOptionExercise. | Added EP208 |
| Component(-) | LegSettlMethodElectionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to LegOptionExercise. | Added EP208 |
| Repeating Group 42581 | NoLegSettlMethodElectionDateBusinessCenters | Added EP208 |
| 42582 | LegSettlMethodElectionDateBusinessCenter | Ctr | Required if NoLegSettlMethodElectionDateBusinessCenters(42581) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42576 | LegSettlMethodElectionDateRelativeTo | Reltv | Added EP208 | ||
| 42577 | LegSettlMethodElectionDateOffsetPeriod | OfstPeriod | Conditionally required when LegSettlMethodElectionDateOffsetUnit(42578) is specified. | Added EP208 | |
| 42578 | LegSettlMethodElectionDateOffsetUnit | OfstUnit | Conditionally required when LegSettlMethodElectionDateOffsetPeriod(42577) is specified. | Added EP208 | |
| 42579 | LegSettlMethodElectionDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42580 | LegSettlMethodElectionDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | LegOptionExerciseDates | Dts | Added EP169 |
| 41493 | LegOptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of option exercise dates. | Added EP169 |
| Component(-) | LegOptionExerciseBusinessCenterGrp | BizCtr | Added EP169 |
| Repeating Group 41491 | NoLegOptionExerciseBusinessCenters | Added EP169 |
| 41492 | LegOptionExerciseBusinessCenter | Ctr | Required if NoLegOptionExerciseBusinessCenters(41491) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegOptionExerciseDateGrp | Dt | Added EP169 |
| Repeating Group 41512 | NoLegOptionExerciseDates | Added EP169 |
| 41513 | LegOptionExerciseDate | Dt | Required if NoLegOptionExerciseDates(41512) > 0. | Added EP169 | |
| 41514 | LegOptionExerciseDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 41494 | LegOptionExerciseEarliestDateOffsetDayType | ErlstOfstDayTyp | Added EP169 | ||
| 41495 | LegOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified. | Added EP169 | |
| 41496 | LegOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified. | Added EP169 | |
| 41497 | LegOptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when LegOptionExerciseFrequencyUnit(41498) is specified. | Added EP169 | |
| 41498 | LegOptionExerciseFrequencyUnit | FreqUnit | Conditionally required when LegOptionExerciseFequencyPeriod(41497) is specified. | Added EP169 | |
| 41499 | LegOptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP169 | ||
| 41500 | LegOptionExerciseStartDateRelativeTo | StartDtReltv | Added EP169 | ||
| 41501 | LegOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when LegOptionExerciseStartDateOffsetUnit(41502) is specified. | Added EP169 | |
| 41502 | LegOptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when LegOptionExerciseStartDateOffsetPeriod(41501) is specified. | Added EP169 | |
| 41503 | LegOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP169 | ||
| 41504 | LegOptionExerciseStartDateAdjusted | StartDt | Added EP169 | ||
| 41505 | LegOptionExerciseSkip | Skip | Added EP169 | ||
| 41506 | LegOptionExerciseNominationDeadline | NomntnDdln | Added EP169 | ||
| 41507 | LegOptionExerciseFirstDateUnadjusted | FirstDtUnadj | Added EP169 | ||
| 41508 | LegOptionExerciseLastDateUnadjusted | LastDtUnadj | Added EP169 | ||
| 41509 | LegOptionExerciseEarliestTime | ErlstTm | Added EP169 | ||
| 41510 | LegOptionExerciseLatestTime | LtstTm | Added EP169 | ||
| 41511 | LegOptionExerciseTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | LegOptionExerciseExpiration | Exp | Added EP169 |
| 41517 | LegOptionExerciseExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. | Added EP169 |
| Component(-) | LegOptionExerciseExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. | Added EP169 |
| Repeating Group 41515 | NoLegOptionExerciseExpirationDateBusinessCenters | Added EP169 |
| 41516 | LegOptionExerciseExpirationDateBusinessCenter | Ctr | Required if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegOptionExerciseExpirationDateGrp | Dt | Added EP169 |
| Repeating Group 41527 | NoLegOptionExerciseExpirationDates | Added EP169 |
| 41528 | LegOptionExerciseExpirationDate | Dt | Required if NoLegOptionExerciseExpirationDates(41527) > 0. | Added EP169 | |
| 41529 | LegOptionExerciseExpirationDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 41518 | LegOptionExerciseExpirationDateRelativeTo | Reltv | Added EP169 | ||
| 41519 | LegOptionExerciseExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified. | Added EP169 | |
| 41520 | LegOptionExerciseExpirationDateOffsetUnit | OfstUnit | Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified. | Added EP169 | |
| 41521 | LegOptionExerciseExpirationFrequencyPeriod | FreqPeriod | Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified. | Added EP169 | |
| 41522 | LegOptionExerciseExpirationFrequencyUnit | FreqUnit | Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified. | Added EP169 | |
| 41523 | LegOptionExerciseExpirationRollConvention | Roll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date. | Added EP169 | |
| 41524 | LegOptionExerciseExpirationDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41525 | LegOptionExerciseExpirationTime | Tm | Added EP169 | ||
| 41526 | LegOptionExerciseExpirationTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | LegOptionExerciseMakeWholeProvision | MakeWhole | Added EP208 |
| 42392 | LegMakeWholeDate | Dt | Added EP208 | ||
| 42393 | LegMakeWholeAmount | Amt | Added EP208 | ||
| 42394 | LegMakeWholeBenchmarkCurveName | Name | Added EP208 | ||
| 42395 | LegMakeWholeBenchmarkCurvePoint | Point | Added EP208 | ||
| 42396 | LegMakeWholeRecallSpread | Spread | Added EP208 | ||
| 42397 | LegMakeWholeBenchmarkQuote | Qte | Added EP208 | ||
| 42398 | LegMakeWholeInterpolationMethod | IntrpltnMeth | Added EP208 |
| end Component |
| end Component |
| Component(-) | LegStreamGrp | Strm | Added EP161 |
| Repeating Group 40241 | NoLegStreams | Added EP161 |
| 40242 | LegStreamType | Typ | Required if NoLegStreams(40241) > 0. | Added EP161 | |
| 41700 | LegStreamXID | XID | Added EP169 | ||
| 40243 | LegStreamDesc | Desc | Added EP161 | ||
| 42583 | LegStreamVersion | Ver | Added EP208 | ||
| 42584 | LegStreamVersionEffectiveDate | VerEfctvDt | Added EP208 | ||
| 40244 | LegStreamPaySide | PaySide | Added EP161 | ||
| 40245 | LegStreamReceiveSide | RcvSide | Added EP161 | ||
| 41702 | LegStreamNotionalXIDRef | NotlXIDRef | Added EP169 | ||
| 40246 | LegStreamNotional | Notl | Added EP161 | ||
| 40247 | LegStreamCurrency | Ccy | Added EP161 | ||
| 42585 | LegStreamNotionalDeterminationMethod | NotlDtrmnMeth | Added EP208 | ||
| 42586 | LegStreamNotionalAdjustments | NotlAdjmts | Added EP208 | ||
| 41703 | LegStreamNotionalFrequencyPeriod | NotlPeriod | Conditionally required when LegStreamNotionalFrequencyUnit(41704) is specified. | Added EP169 | |
| 41704 | LegStreamNotionalFrequencyUnit | NotlUnit | Conditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified. | Added EP169 | |
| 41705 | LegStreamNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41706 | LegStreamNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41707 | LegStreamTotalNotional | TotNotl | Added EP169 | ||
| 41708 | LegStreamTotalNotionalUnitOfMeasure | TotNotlUOM | Added EP169 |
| Component(-) | LegStreamCommodity | Cmdty | Added EP169 |
| 41648 | LegStreamCommodityBase | Base | Added EP169 | ||
| 41649 | LegStreamCommodityType | CmdtyTyp | Added EP169 | ||
| 41650 | LegStreamCommoditySecurityID | ID | Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified. | Added EP169 | |
| 41651 | LegStreamCommoditySecurityIDSource | Src | Conditionally required when LegStreamCommoditySecurityID(41650) is specified. | Added EP169 |
| Component(-) | LegStreamCommodityAltIDGrp | AID | Added EP169 |
| Repeating Group 41674 | NoLegStreamCommodityAltIDs | Added EP169 |
| 41675 | LegStreamCommodityAltID | AltID | Required if NoLegStreamCommodityAltIDs(41674) > 0. | Added EP169 | |
| 41676 | LegStreamCommodityAltIDSource | AltIDSrc | Required if NoLegStreamCommodityAltIDs(41674) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41652 | LegStreamCommodityDesc | Desc | Added EP169 | ||
| 41653 | EncodedLegStreamCommodityDescLen | EncDescLen | Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it. | Added EP169 | |
| 41654 | EncodedLegStreamCommodityDesc | EncDesc | Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 42588 | LegStreamCommodityDeliveryPricingRegion | DlvryPxngRgn | May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). | Added EP193 |
| Component(-) | LegStreamAssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 41452 | NoLegStreamAssetAttributes | Added EP169 |
| 41453 | LegStreamAssetAttributeType | Typ | Required if NoLegStreamAssetAttributes(41452) > 0. | Added EP169 | |
| 41454 | LegStreamAssetAttributeValue | Val | Added EP169 | ||
| 41455 | LegStreamAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 41655 | LegStreamCommodityUnitOfMeasure | UOM | Added EP169 | ||
| 41656 | LegStreamCommodityCurrency | Ccy | Added EP169 | ||
| 41657 | LegStreamCommodityExchange | Exch | Added EP169 | ||
| 41658 | LegStreamCommodityRateSource | RtSrc | Added EP169 | ||
| 41659 | LegStreamCommodityRateReferencePage | RefPg | Added EP169 | ||
| 41660 | LegStreamCommodityRateReferencePageHeading | RefHdng | Added EP169 | ||
| 41661 | LegStreamDataProvider | DataPrvdr | Added EP169 |
| Component(-) | LegStreamCommodityDataSourceGrp | DataSrc | Added EP169 |
| Repeating Group 41677 | NoLegStreamCommodityDataSources | Added EP169 |
| 41678 | LegStreamCommodityDataSourceID | ID | Required if NoLegStreamCommodityDataSources(41677) > 0. | Added EP169 | |
| 41679 | LegStreamCommodityDataSourceIDType | Typ | Required if NoLegStreamCommodityDataSources(41677) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41662 | LegStreamCommodityPricingType | PxngTyp | Added EP169 | ||
| 41663 | LegStreamCommodityNearbySettlDayPeriod | Period | Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified. | Added EP169 | |
| 41664 | LegStreamCommodityNearbySettlDayUnit | Unit | Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified. | Added EP169 | |
| 41665 | LegStreamCommoditySettlDateUnadjusted | DtUnadj | Added EP169 | ||
| 41666 | LegStreamCommoditySettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. | Added EP169 |
| Component(-) | LegStreamCommoditySettlBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. | Added EP169 |
| Repeating Group 41646 | NoLegStreamCommoditySettlBusinessCenters | Added EP169 |
| 41647 | LegStreamCommoditySettlBusinessCenter | Ctr | Required if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41667 | LegStreamCommoditySettlDateAdjusted | Dt | Added EP169 | ||
| 41668 | LegStreamCommoditySettlMonth | Mo | Added EP169 | ||
| 41669 | LegStreamCommoditySettlDateRollPeriod | RollPeriod | Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified. | Added EP169 | |
| 41670 | LegStreamCommoditySettlDateRollUnit | RollUnit | Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified. | Added EP169 | |
| 41671 | LegStreamCommoditySettlDayType | DayTyp | Added EP169 |
| Component(-) | LegStreamCommoditySettlPeriodGrp | SettlPeriod | Added EP169 |
| Repeating Group 41686 | NoLegStreamCommoditySettlPeriods | Added EP169 |
| 41687 | LegStreamCommoditySettlCountry | Ctry | Required if NoLegStreamCommoditySettlPeriods(41686) > 0. | Added EP169 | |
| 41688 | LegStreamCommoditySettlTimeZone | TZ | Added EP169 | ||
| 41689 | LegStreamCommoditySettlFlowType | FlowTyp | Added EP169 | ||
| 41690 | LegStreamCommoditySettlPeriodNotional | Notl | Added EP169 | ||
| 41691 | LegStreamCommoditySettlPeriodNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41692 | LegStreamCommoditySettlPeriodFrequencyPeriod | FreqPeriod | Conditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified. | Added EP169 | |
| 41693 | LegStreamCommoditySettlPeriodFrequencyUnit | FreqUnit | Conditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified. | Added EP169 | |
| 41694 | LegStreamCommoditySettlPeriodPrice | Px | Added EP169 | ||
| 41695 | LegStreamCommoditySettlPeriodPriceUnitOfMeasure | PxUOM | Added EP169 | ||
| 41696 | LegStreamCommoditySettlPeriodPriceCurrency | PxCcy | Added EP169 | ||
| 41697 | LegStreamCommoditySettlHolidaysProcessingInstruction | Holidays | Added EP169 |
| Component(-) | LegStreamCommoditySettlDayGrp | Day | Added EP169 |
| Repeating Group 41680 | NoLegStreamCommoditySettlDays | Added EP169 |
| 41681 | LegStreamCommoditySettlDay | Day | Required if NoLegStreamCommoditySettlementDays(41680) > 0. | Added EP169 | |
| 41682 | LegStreamCommoditySettlTotalHours | TotHrs | Added EP169 |
| Component(-) | LegStreamCommoditySettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41683 | NoLegStreamCommoditySettlTimes | Added EP169 |
| 41684 | LegStreamCommoditySettlStart | Start | Required if NoLegStreamCommoditySettlTimes(41683) > 0. | Added EP169 | |
| 41685 | LegStreamCommoditySettlEnd | End | Required if NoLegStreamCommoditySettlTimes(41683) > 0. | Added EP169 | |
| 41935 | LegStreamCommoditySettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 41698 | LegStreamCommoditySettlPeriodXID | XID | Added EP169 | ||
| 41699 | LegStreamCommoditySettlPeriodXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 41672 | LegStreamCommodityXID | XID | Added EP169 | ||
| 41673 | LegStreamCommodityXIDRef | XIDRef | Added EP169 |
| end Component |
| Component(-) | LegStreamEffectiveDate | EfctvDt | Added EP161 |
| 40249 | LegStreamEffectiveDateUnadjusted | DtUnadj | Added EP161 | ||
| 40250 | LegStreamEffectiveDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date. | Added EP161 |
| Component(-) | LegStreamEffectiveDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date. | Added EP161 |
| Repeating Group 40942 | NoLegStreamEffectiveDateBusinessCenters | Added EP161 |
| 40251 | LegStreamEffectiveDateBusinessCenter | BizCtr | Required if NoLegStreamEffectiveDateBusinessCenters(40942) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40252 | LegStreamEffectiveDateRelativeTo | Reltv | Added EP161 | ||
| 40253 | LegStreamEffectiveDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified. | Added EP161 | |
| 40254 | LegStreamEffectiveDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified. | Added EP161 | |
| 40255 | LegStreamEffectiveDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40256 | LegStreamEffectiveDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | LegStreamTerminationDate | TrmtnDt | Added EP161 |
| 40257 | LegStreamTerminationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40258 | LegStreamTerminationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date. | Added EP161 |
| Component(-) | LegStreamTerminationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date. | Added EP161 |
| Repeating Group 40943 | NoLegStreamTerminationDateBusinessCenters | Added EP161 |
| 40259 | LegStreamTerminationDateBusinessCenter | Ctr | Required if NoLegStreamTerminationDateBusinessCenters(40943) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40260 | LegStreamTerminationDateRelativeTo | Reltv | Added EP161 | ||
| 40261 | LegStreamTerminationDateOffsetPeriod | OfstPeriod | Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified. | Added EP161 | |
| 40262 | LegStreamTerminationDateOffsetUnit | OfstUnit | Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified. | Added EP161 | |
| 40263 | LegStreamTerminationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40264 | LegStreamTerminationDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | LegStreamCalculationPeriodDates | CalcDts | Added EP161 |
| 41641 | LegStreamCalculationPeriodDatesXID | XID | Added EP169 | ||
| 41642 | LegStreamCalculationPeriodDatesXIDRef | XIDRef | Added EP169 | ||
| 40265 | LegStreamCalculationPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. | Added EP161 Updated EP169 |
| Component(-) | LegStreamCalculationPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. | Added EP161 |
| Repeating Group 40940 | NoLegStreamCalculationPeriodBusinessCenters | Added EP161 |
| 40266 | LegStreamCalculationPeriodBusinessCenter | Ctr | Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegStreamCalculationPeriodDateGrp | CalcDt | Added EP169 |
| Repeating Group 41638 | NoLegStreamCalculationPeriodDates | Added EP169 |
| 41639 | LegStreamCalculationPeriodDate | Dt | Required if NoLegStreamCalculationPeriodDates(41638) > 0. | Added EP169 | |
| 41640 | LegStreamCalculationPeriodDateType | Typ | Added EP169 |
| end Repeating Group |
| end Component |
| 40267 | LegStreamFirstPeriodStartDateUnadjusted | FirstStartDtUnadj | Added EP161 | ||
| 40268 | LegStreamFirstPeriodStartDateBusinessDayConvention | FirstStartDtBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. | Added EP161 |
| Component(-) | LegStreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. | Added EP161 |
| Repeating Group 40941 | NoLegStreamFirstPeriodStartDateBusinessCenters | Added EP161 |
| 40269 | LegStreamFirstPeriodStartDateBusinessCenter | Ctr | Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40270 | LegStreamFirstPeriodStartDateAdjusted | FirstStartDt | Added EP161 | ||
| 40271 | LegStreamFirstRegularPeriodStartDateUnadjusted | FirstReglrStartDtUnadj | Added EP161 | ||
| 40272 | LegStreamFirstCompoundingPeriodEndDateUnadjusted | FirstCmpndgEndDtUnadj | Added EP161 | ||
| 40273 | LegStreamLastRegularPeriodEndDateUnadjusted | LastReglrEndDtUnadj | Added EP161 | ||
| 40274 | LegStreamCalculationFrequencyPeriod | FreqPeriod | Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified. | Added EP161 | |
| 40275 | LegStreamCalculationFrequencyUnit | FreqUnit | Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified. | Added EP161 | |
| 40276 | LegStreamCalculationRollConvention | Roll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates. | Added EP161 | |
| 41643 | LegStreamCalculationBalanceOfFirstPeriod | BalFirst | Added EP169 | ||
| 41644 | LegStreamCalculationCorrectionPeriod | CrrctnPeriod | Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified. | Added EP169 | |
| 41645 | LegStreamCalculationCorrectionUnit | CrrctnUnit | Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified. | Added EP169 |
| end Component |
| Component(-) | LegPaymentStream | PmtStrm | Added EP161 |
| Component(-) | LegPaymentStreamPaymentDates | PmtDts | Added EP161 |
| 40292 | LegPaymentStreamPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream. | Added EP161 |
| Component(-) | LegPaymentStreamPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream. | Added EP161 |
| Repeating Group 40930 | NoLegPaymentStreamPaymentDateBusinessCenters | Added EP161 |
| 40293 | LegPaymentStreamPaymentDateBusinessCenter | Ctr | Requirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStreamPaymentDateGrp | PmtDt | Added EP169 |
| Repeating Group 41589 | NoLegPaymentStreamPaymentDates | Added EP169 |
| 41590 | LegPaymentStreamPaymentDate | Dt | Required if NoLegPaymentStreamPaymentDates(41589) > 0. | Added EP169 | |
| 41591 | LegPaymentStreamPaymentDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40294 | LegPaymentStreamPaymentFrequencyPeriod | FreqPeriod | Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified. | Added EP161 | |
| 40295 | LegPaymentStreamPaymentFrequencyUnit | FreqUnit | Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified. | Added EP161 | |
| 40296 | LegPaymentStreamPaymentRollConvention | Roll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. | Added EP161 | |
| 40297 | LegPaymentStreamFirstPaymentDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40298 | LegPaymentStreamLastRegularPaymentDateUnadjusted | LastReglrDtUnadj | Added EP161 | ||
| 40299 | LegPaymentStreamPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40300 | LegPaymentStreamPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified. | Added EP161 Updated EP208 | |
| 40301 | LegPaymentStreamPaymentDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified. | Added EP161 Updated EP208 | |
| 40302 | LegPaymentStreamPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 41592 | LegPaymentStreamMasterAgreementPaymentDatesIndicator | MADts | Added EP169 |
| Component(-) | LegPaymentStreamFinalPricePaymentDate | FnlPxPmt | Added EP208 |
| 42453 | LegPaymentStreamFinalPricePaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42454 | LegPaymentStreamFinalPricePaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42455 | LegPaymentStreamFinalPricePaymentDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified. | Added EP208 | |
| 42456 | LegPaymentStreamFinalPricePaymentDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified. | Added EP208 | |
| 42457 | LegPaymentStreamFinalPricePaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42458 | LegPaymentStreamFinalPricePaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| end Component |
| Component(-) | LegPaymentStreamResetDates | ResetDts | Added EP161 |
| 40303 | LegPaymentStreamResetDateRelativeTo | Reltv | Added EP161 | ||
| 40304 | LegPaymentStreamResetDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. | Added EP161 |
| Component(-) | LegPaymentStreamResetDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. | Added EP161 |
| Repeating Group 40931 | NoLegPaymentStreamResetDateBusinessCenters | Added EP161 |
| 40305 | LegPaymentStreamResetDateBusinessCenter | Ctr | Required if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40306 | LegPaymentStreamResetFrequencyPeriod | FreqPeriod | Conditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified. | Added EP161 | |
| 40307 | LegPaymentStreamResetFrequencyUnit | FreqUnit | Conditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified. | Added EP161 | |
| 40308 | LegPaymentStreamResetWeeklyRollConvention | WklyRoll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. | Added EP161 | |
| 40309 | LegPaymentStreamInitialFixingDateRelativeTo | InitReltv | Added EP161 | ||
| 40310 | LegPaymentStreamInitialFixingDateBusinessDayConvention | InitBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. | Added EP161 |
| Component(-) | LegPaymentStreamInitialFixingDateBusinessCenterGrp | InitBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. | Added EP161 |
| Repeating Group 40932 | NoLegPaymentStreamInitialFixingDateBusinessCenters | Added EP161 |
| 40311 | LegPaymentStreamInitialFixingDateBusinessCenter | Ctr | Required if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40312 | LegPaymentStreamInitialFixingDateOffsetPeriod | InitPeriod | Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified. | Added EP161 | |
| 40313 | LegPaymentStreamInitialFixingDateOffsetUnit | InitUnit | Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified. | Added EP161 | |
| 40314 | LegPaymentStreamInitialFixingDateOffsetDayType | InitDayTyp | Added EP161 | ||
| 40315 | LegPaymentStreamInitialFixingDateAdjusted | InitDt | Added EP161 | ||
| 40316 | LegPaymentStreamFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40317 | LegPaymentStreamFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. | Added EP161 |
| Component(-) | LegPaymentStreamFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. | Added EP161 |
| Repeating Group 40933 | NoLegPaymentStreamFixingDateBusinessCenters | Added EP161 |
| 40318 | LegPaymentStreamFixingDateBusinessCenter | Ctr | Required if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40319 | LegPaymentStreamFixingDateOffsetPeriod | FixngPeriod | Conditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified. | Added EP161 | |
| 40320 | LegPaymentStreamFixingDateOffsetUnit | FixngUnit | Conditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified. | Added EP161 | |
| 40321 | LegPaymentStreamFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 40322 | LegPaymentStreamFixingDateAdjusted | FixngDt | Added EP161 | ||
| 40323 | LegPaymentStreamRateCutoffDateOffsetPeriod | CutoffPeriod | Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified. | Added EP161 Updated EP208 | |
| 40324 | LegPaymentStreamRateCutoffDateOffsetUnit | CutoffUnit | Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified. | Added EP161 Updated EP208 | |
| 40325 | LegPaymentStreamRateCutoffDateOffsetDayType | CutoffDayTyp | Added EP161 |
| Component(-) | LegPaymentStreamFixingDateGrp | FixngDt | Added EP208 |
| Repeating Group 42459 | NoLegPaymentStreamFixingDates | Added EP208 |
| 42460 | LegPaymentStreamFixingDate | Dt | Required if NoLegPaymentStreamFixingDates(42459) > 0. | Added EP208 | |
| 42461 | LegPaymentStreamFixingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | LegPaymentStreamFixedRate | Fixed | Added EP161 |
| 40326 | LegPaymentStreamRate | Rt | Mutually exclusive with LegPaymentStreamFixedAmount(40327). | Added EP161 | |
| 40327 | LegPaymentStreamFixedAmount | Amt | Mutually exclusive with LegPaymentStreamRate(40326). | Added EP161 | |
| 40328 | LegPaymentStreamRateOrAmountCurrency | Ccy | Added EP161 | ||
| 41556 | LegPaymentStreamFixedAmountUnitOfMeasure | FixedAmtUOM | Added EP169 | ||
| 41557 | LegPaymentStreamTotalFixedAmount | FixedAmt | Added EP169 | ||
| 40329 | LegPaymentStreamFutureValueNotional | FutValNotl | Added EP161 | ||
| 40330 | LegPaymentStreamFutureValueDateAdjusted | FutValDt | Added EP161 | ||
| 41558 | LegPaymentStreamWorldScaleRate | WorldScaleRt | Added EP169 | ||
| 41559 | LegPaymentStreamContractPrice | CtrctPx | Added EP169 | ||
| 41560 | LegPaymentStreamContractPriceCurrency | CtrctPxCcy | Added EP169 |
| end Component |
| Component(-) | LegPaymentStreamFloatingRate | Float | Added EP161 |
| 40331 | LegPaymentStreamRateIndex | Ndx | Added EP161 | ||
| 40332 | LegPaymentStreamRateIndexSource | NdxSrc | Added EP161 | ||
| 43088 | LegPaymentStreamRateIndexID | NdxID | Conditionally required when LegPaymentStreamRateIndexIDSource(43089) is specified. | Added EP235 | |
| 43089 | LegPaymentStreamRateIndexIDSource | NdxIDSrc | Conditionally required when LegPaymentStreamRateIndexID(43088) is specified. | Added EP235 | |
| 40333 | LegPaymentStreamRateIndexCurveUnit | NdxUnit | Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified. | Added EP161 | |
| 40334 | LegPaymentStreamRateIndexCurvePeriod | NdxPeriod | Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified. | Added EP161 | |
| 43116 | LegPaymentStreamRateIndex2 | Ndx2 | Added EP271 | ||
| 43117 | LegPaymentStreamRateIndex2Source | Ndx2Src | Added EP271 | ||
| 43118 | LegPaymentStreamRateIndex2ID | Ndx2ID | Conditionally required when LegPaymentStreamRateIndex2IDSource(43119) is specified. | Added EP271 | |
| 43119 | LegPaymentStreamRateIndex2IDSource | Ndx2IDSrc | Conditionally required when LegPaymentStreamRateIndex2ID(43118) is specified. | Added EP271 | |
| 41563 | LegPaymentStreamRateIndex2CurveUnit | Ndx2Unit | Conditionally required when LegPaymentStreamRateIndex2CurvePeriod(41564) is specified. | Added EP169 Updated EP271 | |
| 41564 | LegPaymentStreamRateIndex2CurvePeriod | Ndx2Period | Conditionally required when LegPaymentStreamRateIndex2CurveUnit(41563) is specified. | Added EP169 Updated EP271 | |
| 41565 | LegPaymentStreamRateIndexLocation | NdxLctn | Added EP169 | ||
| 41566 | LegPaymentStreamRateIndexLevel | NdxLvl | Added EP169 | ||
| 41567 | LegPaymentStreamRateIndexUnitOfMeasure | NdxUOM | Added EP169 | ||
| 41568 | LegPaymentStreamSettlLevel | SettlLvl | Added EP169 | ||
| 41569 | LegPaymentStreamReferenceLevel | RefLvl | Added EP169 | ||
| 41570 | LegPaymentStreamReferenceLevelUnitOfMeasure | RefUOM | Added EP169 | ||
| 41571 | LegPaymentStreamReferenceLevelEqualsZeroIndicator | RefLvlZero | Added EP169 | ||
| 40335 | LegPaymentStreamRateMultiplier | RtMult | Added EP161 | ||
| 40336 | LegPaymentStreamRateSpread | Spread | Added EP161 | ||
| 41572 | LegPaymentStreamRateSpreadCurrency | SpreadCcy | Added EP169 | ||
| 41573 | LegPaymentStreamRateSpreadUnitOfMeasure | SpreadUOM | Added EP169 | ||
| 41574 | LegPaymentStreamRateConversionFactor | RtFctr | Added EP169 | ||
| 41575 | LegPaymentStreamRateSpreadType | SpreadTyp | Added EP169 | ||
| 40337 | LegPaymentStreamRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40338 | LegPaymentStreamRateTreatment | RtTrtmt | Added EP161 | ||
| 40339 | LegPaymentStreamCapRate | CapRt | Added EP161 | ||
| 40340 | LegPaymentStreamCapRateBuySide | CapRtBuy | Added EP161 | ||
| 40341 | LegPaymentStreamCapRateSellSide | CapRtSell | Added EP161 | ||
| 40342 | LegPaymentStreamFloorRate | FlrRt | Added EP161 | ||
| 40343 | LegPaymentStreamFloorRateBuySide | FlrRtBuy | Added EP161 | ||
| 40344 | LegPaymentStreamFloorRateSellSide | FlrRtSell | Added EP161 | ||
| 40345 | LegPaymentStreamInitialRate | InitRt | Added EP161 | ||
| 41576 | LegPaymentStreamLastResetRate | LastResetRt | Added EP169 | ||
| 41577 | LegPaymentStreamFinalRate | FnlRt | Added EP169 | ||
| 40346 | LegPaymentStreamFinalRateRoundingDirection | FnlRtRndDirctn | Added EP161 | ||
| 40347 | LegPaymentStreamFinalRatePrecision | FnlRtPrcsn | Added EP161 | ||
| 40348 | LegPaymentStreamAveragingMethod | AvgngMeth | Added EP161 | ||
| 40349 | LegPaymentStreamNegativeRateTreatment | NegtvRtTrtmt | Added EP161 | ||
| 41578 | LegPaymentStreamCalculationLagPeriod | CalcLagPeriod | Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified. | Added EP169 | |
| 41579 | LegPaymentStreamCalculationLagUnit | CalcLagUnit | Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified. | Added EP169 | |
| 42462 | LegPaymentStreamFirstObservationDateUnadjusted | FirstObsvtnDtUnadj | Added EP208 | ||
| 42463 | LegPaymentStreamFirstObservationDateRelativeTo | FirstObsvtnReltv | Added EP208 | ||
| 42464 | LegPaymentStreamFirstObservationDateOffsetDayType | FirstObsvtnOfstDayTyp | Added EP208 | ||
| 41580 | LegPaymentStreamFirstObservationDateOffsetPeriod | FirstObsvtnOfstPeriod | Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified. | Added EP169 | |
| 41581 | LegPaymentStreamFirstObservationDateOffsetUnit | FirstObsvtnOfstUnit | Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified. | Added EP169 | |
| 42465 | LegPaymentStreamFirstObservationDateAdjusted | FirstObsvtnDt | Added EP208 | ||
| 41582 | LegPaymentStreamPricingDayType | PxngDayTyp | Added EP169 | ||
| 41583 | LegPaymentStreamPricingDayDistribution | PxngDayDistrib | Added EP169 | ||
| 41584 | LegPaymentStreamPricingDayCount | PxngDayCnt | Added EP169 | ||
| 41585 | LegPaymentStreamPricingBusinessCalendar | PxngClndr | Added EP169 | ||
| 41586 | LegPaymentStreamPricingBusinessDayConvention | PxngBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. | Added EP169 |
| Component(-) | LegPaymentStreamPricingBusinessCenterGrp | PxngBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date. | Added EP169 |
| Repeating Group 41561 | NoLegPaymentStreamPricingBusinessCenters | Added EP169 |
| 41562 | LegPaymentStreamPricingBusinessCenter | Ctr | Required if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStreamPricingDayGrp | PxngDay | Added EP169 |
| Repeating Group 41596 | NoLegPaymentStreamPricingDays | Added EP169 |
| 41597 | LegPaymentStreamPricingDayOfWeek | DayOfWk | Required if NoLegPaymentStreamPricingDays(41596) > 0. | Added EP169 | |
| 41598 | LegPaymentStreamPricingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStreamPricingDateGrp | PxngDt | Added EP169 |
| Repeating Group 41593 | NoLegPaymentStreamPricingDates | Added EP169 |
| 41594 | LegPaymentStreamPricingDate | Dt | Required if NoPaymentStreamPricingDates(41593) > 0. | Added EP169 | |
| 41595 | LegPaymentStreamPricingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40350 | LegPaymentStreamInflationLagPeriod | LagPeriod | Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified. | Added EP161 | |
| 40351 | LegPaymentStreamInflationLagUnit | LagUnit | Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified. | Added EP161 | |
| 40352 | LegPaymentStreamInflationLagDayType | LagDayTyp | Added EP161 | ||
| 40353 | LegPaymentStreamInflationInterpolationMethod | IntrpltnMeth | Added EP161 | ||
| 40354 | LegPaymentStreamInflationIndexSource | InfltnNdxSrc | Added EP161 | ||
| 40355 | LegPaymentStreamInflationPublicationSource | PublctnSrc | Added EP161 | ||
| 40356 | LegPaymentStreamInflationInitialIndexLevel | InitLvl | Added EP161 | ||
| 40357 | LegPaymentStreamInflationFallbackBondApplicable | FallbckBond | Added EP161 | ||
| 40358 | LegPaymentStreamFRADiscounting | FRADisc | Added EP161 | ||
| 42466 | LegPaymentStreamUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | LegPaymentStreamFormula | Frmla | Added EP208 |
| 42482 | LegPaymentStreamFormulaCurrency | Ccy | Added EP208 | ||
| 42483 | LegPaymentStreamFormulaCurrencyDeterminationMethod | CcyDtrmnMeth | Added EP208 | ||
| 42484 | LegPaymentStreamFormulaReferenceAmount | RefAmt | Added EP208 |
| Component(-) | LegPaymentStreamFormulaMathGrp | Math | Added EP208 |
| Repeating Group 42485 | NoLegPaymentStreamFormulas | Added EP208 |
| 43110 | LegPaymentStreamFormulaLength | FrmlaLen | Required if NoLegPaymentStreamFormulas(42485) > 0. | Added EP259 | |
| 42486 | LegPaymentStreamFormula | Frmla | Required if NoLegPaymentStreamFormulas(42485) > 0. | Added EP208 | |
| 42487 | LegPaymentStreamFormulaDesc | Desc | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStreamFormulaImage | Img | Added EP208 |
| 42451 | LegPaymentStreamFormulaImageLength | FrmlaImgLen | Conditionally required when LegPaymentStreamFormulaImage(42452) is specified. | Added EP208 | |
| 42452 | LegPaymentStreamFormulaImage | FrmlaImg | Conditionally required when LegPaymentStreamFormulaImageLength(42451) is specified. | Added EP208 |
| end Component |
| end Component |
| Component(-) | LegDividendConditions | DividendConds | Added EP208 |
| 42337 | LegDividendReinvestmentIndicator | RnvstmntInd | Added EP208 | ||
| 42338 | LegDividendEntitlementEvent | EntlmntEvnt | Added EP208 | ||
| 42339 | LegDividendAmountType | AmtTyp | Added EP208 | ||
| 42340 | LegDividendUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | LegDividendPeriodGrp | Period | Added EP208 |
| Repeating Group 42366 | NoLegDividendPeriods | Added EP208 |
| 42367 | LegDividendPeriodSequence | Seq | Required if NoLegDividendPeriods(42366) > 0. | Added EP208 | |
| 42368 | LegDividendPeriodStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42369 | LegDividendPeriodEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42370 | LegDividendPeriodUnderlierRefID | UndlrRefID | When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance. | Added EP208 | |
| 42371 | LegDividendPeriodStrikePrice | StrkPx | Added EP208 | ||
| 42372 | LegDividendPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance. | Added EP208 |
| Component(-) | LegDividendPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance. | Added EP208 |
| Repeating Group 42386 | NoLegDividendPeriodBusinessCenters | Added EP208 |
| 42387 | LegDividendPeriodBusinessCenter | Ctr | Required if NoLegDividendPeriodBusinessCenters(42386) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42373 | LegDividendPeriodValuationDateUnadjusted | ValDtUnadj | Added EP208 | ||
| 42374 | LegDividendPeriodValuationDateRelativeTo | ValDtReltv | Added EP208 | ||
| 42375 | LegDividendPeriodValuationDateOffsetPeriod | ValDtOfstPeriod | Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified. | Added EP208 | |
| 42376 | LegDividendPeriodValuationDateOffsetUnit | ValDtOfstUnit | Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified. | Added EP208 | |
| 42377 | LegDividendPeriodValuationDateOffsetDayType | ValDtOfstDayTyp | Added EP208 | ||
| 42378 | LegDividendPeriodValuationDateAdjusted | ValDt | Added EP208 | ||
| 42379 | LegDividendPeriodPaymentDateUnadjusted | PmtDtUnadj | Added EP208 | ||
| 42380 | LegDividendPeriodPaymentDateRelativeTo | PmtDtReltv | Added EP208 | ||
| 42381 | LegDividendPeriodPaymentDateOffsetPeriod | PmtDtOfstPeriod | Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified. | Added EP208 | |
| 42382 | LegDividendPeriodPaymentDateOffsetUnit | PmtDtOfstUnit | Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified. | Added EP208 | |
| 42383 | LegDividendPeriodPaymentDateOffsetDayType | PmtDtOfstDayTyp | Added EP208 | ||
| 42384 | LegDividendPeriodPaymentDateAdjusted | PmtDt | Added EP208 | ||
| 42385 | LegDividendPeriodXID | XID | Added EP208 |
| end Repeating Group |
| end Component |
| 42341 | LegExtraordinaryDividendPartySide | ExtrordSide | Added EP208 | ||
| 42342 | LegExtraordinaryDividendAmountType | ExtrordAmtTyp | Added EP208 | ||
| 42343 | LegExtraordinaryDividendCurrency | ExtrordCcy | Added EP208 | ||
| 42344 | LegExtraordinaryDividendDeterminationMethod | ExtrordDtrmnMeth | Added EP208 |
| Component(-) | LegDividendFXTriggerDate | FXTrgrDt | Added EP208 |
| 42357 | LegDividendFXTriggerDateRelativeTo | Reltv | Added EP208 | ||
| 42358 | LegDividendFXTriggerDateOffsetPeriod | OfstPeriod | Conditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified. | Added EP208 | |
| 42359 | LegDividendFXTriggerDateOffsetUnit | OfstUnit | Conditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified. | Added EP208 | |
| 42360 | LegDividendFXTriggerDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42361 | LegDividendFXTriggerDateUnadjusted | DtUnadj | Added EP208 | ||
| 42362 | LegDividendFXTriggerDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate. | Added EP208 |
| Component(-) | LegDividendFXTriggerDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate. | Added EP208 |
| Repeating Group 42364 | NoLegDividendFXTriggerDateBusinessCenters | Added EP208 |
| 42365 | LegDividendFXTriggerDateBusinessCenter | Ctr | Required if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42363 | LegDividendFXTriggerDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | LegDividendAccrualFloatingRate | AcrlFloat | Added EP208 |
| end Component |
| 42345 | LegDividendAccrualFixedRate | AcrlFixedRt | Added EP208 |
| Component(-) | LegDividendAccrualPaymentDate | AcrlPmtDt | Added EP208 |
| 42330 | LegDividendAccrualPaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42331 | LegDividendAccrualPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified. | Added EP208 | |
| 42332 | LegDividendAccrualPaymentDateOffsetUnit | OfstUnit | Conditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified. | Added EP208 | |
| 42333 | LegDividendAccrualPaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42334 | LegDividendAccrualPaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42335 | LegDividendAccrualPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate. | Added EP208 |
| Component(-) | LegDividendAccrualPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate. | Added EP208 |
| Repeating Group 42310 | NoLegDividendAccrualPaymentDateBusinessCenters | Added EP208 |
| 42311 | LegDividendAccrualPaymentDateBusinessCenter | Ctr | Required if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42336 | LegDividendAccrualPaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| 42346 | LegDividendCompoundingMethod | CmpndgMeth | Added EP208 | ||
| 42347 | LegDividendNumOfIndexUnits | NumNdxUnits | Added EP208 | ||
| 42348 | LegDividendCashPercentage | CshPctage | Added EP208 | ||
| 42349 | LegDividendCashEquivalentPercentage | CshEqvlntPctage | Added EP208 | ||
| 42350 | LegNonCashDividendTreatment | NonCshTrtmt | Added EP208 | ||
| 42351 | LegDividendComposition | Cmpstn | Added EP208 | ||
| 42352 | LegSpecialDividendsIndicator | SpeclDividendInd | Added EP208 | ||
| 42353 | LegMaterialDividendsIndicator | MtrlDividendInd | Added EP208 | ||
| 42354 | LegOptionsExchangeDividendsIndicator | ExchDividendInd | Added EP208 | ||
| 42355 | LegAdditionalDividendsIndicator | AddtnlDividendInd | Added EP208 | ||
| 42356 | LegAllDividendsIndicator | AllDividendInd | Added EP208 |
| end Component |
| 42467 | LegReturnRateNotionalReset | RtnRtNotlReset | Added EP208 |
| Component(-) | LegReturnRateGrp | RtnRt | Added EP208 |
| Repeating Group 42534 | NoLegReturnRates | Added EP208 |
| 42535 | LegReturnRatePriceSequence | PxSeq | Required if NoLegReturnRates(42534) > 0. | Added EP208 | |
| 42536 | LegReturnRateCommissionBasis | CommBasis | Added EP208 | ||
| 42537 | LegReturnRateCommissionAmount | CommAmt | Added EP208 | ||
| 42538 | LegReturnRateCommissionCurrency | CommCcy | If not specified, this is defaulted to the reporting currency. | Added EP208 | |
| 42539 | LegReturnRateTotalCommissionPerTrade | TotCommPerTrd | Added EP208 | ||
| 42540 | LegReturnRateDeterminationMethod | DtrmnMeth | Added EP208 |
| Component(-) | LegReturnRatePriceGrp | Px | Added EP208 |
| Repeating Group 42564 | NoLegReturnRatePrices | Added EP208 |
| 42565 | LegReturnRatePriceBasis | PxBasis | Required if NoLegReturnRatePrices(42564) > 0. | Added EP208 | |
| 42566 | LegReturnRatePrice | Px | Added EP208 | ||
| 42567 | LegReturnRatePriceCurrency | Ccy | Added EP208 | ||
| 42568 | LegReturnRatePriceType | PxTyp | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | LegReturnRateFXConversionGrp | FxCnvrsn | Added EP208 |
| Repeating Group 42530 | NoLegReturnRateFXConversions | Added EP208 |
| 42531 | LegReturnRateFXCurrencySymbol | CcySym | Required if NoLegReturnRateFXConversions(42530) > 0. | Added EP208 | |
| 42532 | LegReturnRateFXRate | FxRt | Required if NoLegReturnRateFXConversions(42530) > 0. | Added EP208 | |
| 42533 | LegReturnRateFXRateCalc | FxRtCalc | Added EP208 |
| end Repeating Group |
| end Component |
| 42541 | LegReturnRateAmountRelativeTo | AmtReltv | Added EP208 | ||
| 42542 | LegReturnRateQuoteMeasureType | QteTyp | Added EP208 | ||
| 42543 | LegReturnRateQuoteUnits | QteUnit | Added EP208 | ||
| 42544 | LegReturnRateQuoteMethod | QteMeth | Added EP208 | ||
| 42545 | LegReturnRateQuoteCurrency | QteCcy | Added EP208 | ||
| 42546 | LegReturnRateQuoteCurrencyType | QteCcyTyp | Added EP208 | ||
| 42547 | LegReturnRateQuoteTimeType | QteTmTyp | Mutually exclusive with LegReturnRateQuoteTime(42548). | Added EP208 | |
| 42548 | LegReturnRateQuoteTime | QteTm | Mutually exclusive with LegReturnRateQuoteTimeType(42547). | Added EP208 | |
| 42549 | LegReturnRateQuoteDate | QteDt | Added EP208 | ||
| 42550 | LegReturnRateQuoteExpirationTime | QteExpTm | Added EP208 | ||
| 42551 | LegReturnRateQuoteBusinessCenter | QteBizCtr | Added EP208 | ||
| 42552 | LegReturnRateQuoteExchange | QteExch | Added EP208 |
| Component(-) | LegReturnRateInformationSourceGrp | InfoSrc | Added EP208 |
| Repeating Group 42560 | NoLegReturnRateInformationSources | Added EP208 |
| 42561 | LegReturnRateInformationSource | RtSrc | Required if NoLegReturnRateInformationSources(42560) > 0. | Added EP208 | |
| 42562 | LegReturnRateReferencePage | RefPg | Added EP208 | ||
| 42563 | LegReturnRateReferencePageHeading | RefHdng | Added EP208 |
| end Repeating Group |
| end Component |
| 42553 | LegReturnRateQuotePricingModel | QteModel | Added EP208 | ||
| 42554 | LegReturnRateCashFlowType | CshFlow | Added EP208 |
| Component(-) | LegReturnRateDateGrp | Dt | Added EP208 |
| Repeating Group 42508 | NoLegReturnRateDates | Added EP208 |
| 42509 | LegReturnRateDateMode | Mode | Required if NoLegReturnRateDates(42508) > 0. | Added EP208 |
| Component(-) | LegReturnRateValuationDateGrp | Val | Added EP208 |
| Repeating Group 42571 | NoLegReturnRateValuationDates | Added EP208 |
| 42572 | LegReturnRateValuationDate | Dt | Required if NoLegReturnRateValuationDates(42571) > 0. | Added EP208 | |
| 42573 | LegReturnRateValuationDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 42510 | LegReturnRateValuationDateRelativeTo | Reltv | Added EP208 | ||
| 42511 | LegReturnRateValuationDateOffsetPeriod | OfstPeriod | Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified. | Added EP208 | |
| 42512 | LegReturnRateValuationDateOffsetUnit | OfstUnit | Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified. | Added EP208 | |
| 42513 | LegReturnRateValuationDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42514 | LegReturnRateValuationStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42515 | LegReturnRateValuationStartDateRelativeTo | StartDtReltv | Added EP208 | ||
| 42516 | LegReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified. | Added EP208 | |
| 42517 | LegReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified. | Added EP208 | |
| 42518 | LegReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp | Added EP208 | ||
| 42519 | LegReturnRateValuationStartDateAdjusted | StartDt | Added EP208 | ||
| 42520 | LegReturnRateValuationEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42521 | LegReturnRateValuationEndDateRelativeTo | EndDtReltv | Added EP208 | ||
| 42522 | LegReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod | Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified. | Added EP208 | |
| 42523 | LegReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit | Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified. | Added EP208 | |
| 42524 | LegReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp | Added EP208 | ||
| 42525 | LegReturnRateValuationEndDateAdjusted | EndDt | Added EP208 | ||
| 42526 | LegReturnRateValuationFrequencyPeriod | FreqPeriod | Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified. | Added EP208 | |
| 42527 | LegReturnRateValuationFrequencyUnit | FreqUnit | Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified. | Added EP208 | |
| 42528 | LegReturnRateValuationFrequencyRollConvention | Roll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates. | Added EP208 | |
| 42529 | LegReturnRateValuationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 |
| Component(-) | LegReturnRateValuationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
| Repeating Group 42569 | NoLegReturnRateValuationDateBusinessCenters | Added EP208 |
| 42570 | LegReturnRateValuationDateBusinessCenter | Ctr | Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 42555 | LegReturnRateValuationTimeType | ValTmTyp | Mutually exclusive with LegReturnRateValuationTime(42556). | Added EP208 | |
| 42556 | LegReturnRateValuationTime | ValTm | Mutually exclusive with LegReturnRateValuationTimeType(42555). | Added EP208 | |
| 42557 | LegReturnRateValuationTimeBusinessCenter | ValTmBizCtr | Added EP208 | ||
| 42558 | LegReturnRateValuationPriceOption | ValPxOpt | Added EP208 | ||
| 42559 | LegReturnRateFinalPriceFallback | FnlPxFallbck | Added EP208 |
| end Repeating Group |
| end Component |
| 42468 | LegPaymentStreamLinkInitialLevel | LinkInitLvl | Added EP208 | ||
| 42469 | LegPaymentStreamLinkClosingLevelIndicator | LinkFClsngLvl | Added EP208 | ||
| 42470 | LegPaymentStreamLinkExpiringLevelIndicator | LinkExpngLvl | Added EP208 | ||
| 42471 | LegPaymentStreamLinkEstimatedTradingDays | LinkEstTrdgDays | Added EP208 | ||
| 42472 | LegPaymentStreamLinkStrikePrice | LinkStrkPx | Added EP208 | ||
| 42473 | LegPaymentStreamLinkStrikePriceType | LinkStrkPxTyp | Added EP208 | ||
| 42474 | LegPaymentStreamLinkMaximumBoundary | LinkMaxBndry | Added EP208 | ||
| 42475 | LegPaymentStreamLinkMinimumBoundary | LinkMinBndry | Added EP208 | ||
| 42476 | LegPaymentStreamLinkNumberOfDataSeries | LinkNumDataSeries | Added EP208 | ||
| 42477 | LegPaymentStreamVarianceUnadjustedCap | VarncCap | Added EP208 | ||
| 42478 | LegPaymentStreamRealizedVarianceMethod | RlzdVarncMeth | Added EP208 | ||
| 42479 | LegPaymentStreamDaysAdjustmentIndicator | DaysAdjmt | Added EP208 | ||
| 42480 | LegPaymentStreamNearestExchangeContractRefID | ExchCtrctRefID | Added EP208 | ||
| 42481 | LegPaymentStreamVegaNotionalAmount | VegaNotlAmt | Added EP208 |
| end Component |
| 42404 | LegPaymentStreamCompoundingFixedRate | CmpndgFixedRt | Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component. | Added EP208 |
| Component(-) | LegPaymentStreamCompoundingFloatingRate | CmpndgFloat | Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400). | Added EP208 |
| end Component |
| Component(-) | LegPaymentStreamCompoundingDates | CmpndgDts | Added EP208 |
| 42408 | LegPaymentStreamCompoundingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates. | Added EP208 |
| Component(-) | LegPaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates. | Added EP208 |
| Repeating Group 42419 | NoLegPaymentStreamCompoundingDatesBusinessCenters | Added EP208 |
| 42420 | LegPaymentStreamCompoundingDatesBusinessCenter | Ctr | Required if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStreamCompoundingDateGrp | CmpndgDt | Added EP208 |
| Repeating Group 42405 | NoLegPaymentStreamCompoundingDates | Added EP208 |
| 42406 | LegPaymentStreamCompoundingDate | Dt | Required if NoLegPaymentStreamCompoundingDates(42405) > 0. | Added EP208 | |
| 42407 | LegPaymentStreamCompoundingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 42409 | LegPaymentStreamCompoundingDatesRelativeTo | Reltv | Added EP208 | ||
| 42410 | LegPaymentStreamCompoundingDatesOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified. | Added EP208 | |
| 42411 | LegPaymentStreamCompoundingDatesOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified. | Added EP208 | |
| 42412 | LegPaymentStreamCompoundingDatesOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42413 | LegPaymentStreamCompoundingPeriodSkip | Skip | Added EP208 |
| Component(-) | LegPaymentStreamCompoundingStartDate | StartDt | Added EP208 |
| 42445 | LegPaymentStreamCompoundingStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42446 | LegPaymentStreamCompoundingStartDateRelativeTo | Reltv | Added EP208 | ||
| 42447 | LegPaymentStreamCompoundingStartDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified. | Added EP208 | |
| 42448 | LegPaymentStreamCompoundingStartDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified. | Added EP208 | |
| 42449 | LegPaymentStreamCompoundingStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42450 | LegPaymentStreamCompoundingStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | LegPaymentStreamCompoundingEndDate | EndDt | Added EP208 |
| 42421 | LegPaymentStreamCompoundingEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42422 | LegPaymentStreamCompoundingEndDateRelativeTo | Reltv | Added EP208 | ||
| 42423 | LegPaymentStreamCompoundingEndDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified. | Added EP208 | |
| 42424 | LegPaymentStreamCompoundingEndDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified. | Added EP208 | |
| 42425 | LegPaymentStreamCompoundingEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42426 | LegPaymentStreamCompoundingEndDateAdjusted | Dt | Added EP208 |
| end Component |
| 42414 | LegPaymentStreamCompoundingFrequencyPeriod | FreqPeriod | Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified. | Added EP208 | |
| 42415 | LegPaymentStreamCompoundingFrequencyUnit | FreqUnit | Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified. | Added EP208 | |
| 42416 | LegPaymentStreamCompoundingRollConvention | Roll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates. | Added EP208 | |
| 42417 | LegPaymentStreamBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP208 | ||
| 42418 | LegPaymentStreamBoundsLastDateUnadjusted | LastDtUnadj | Added EP208 |
| end Component |
| Component(-) | LegPaymentStreamNonDeliverableSettlTerms | NonDlvrblTrms | Added EP161 |
| 40359 | LegPaymentStreamNonDeliverableRefCurrency | Ccy | Added EP161 | ||
| 40360 | LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the non-deliverable currency's fixing date. | Added EP161 |
| Component(-) | LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the non-deliverable currency's fixing date. | Added EP161 |
| Repeating Group 40929 | NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters | Added EP161 |
| 40361 | LegPaymentStreamNonDeliverableFixingDatesBusinessCenter | Ctr | Required if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40362 | LegPaymentStreamNonDeliverableFixingDatesRelativeTo | FixngReltv | Added EP161 | ||
| 40363 | LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod | FixngPeriod | Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified. | Added EP161 | |
| 40364 | LegPaymentStreamNonDeliverableFixingDatesOffsetUnit | FixngUnit | Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified. | Added EP161 | |
| 40365 | LegPaymentStreamNonDeliverableFixingDatesOffsetDayType | FixngDayTyp | Added EP161 |
| Component(-) | LegPaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 |
| 40087 | LegPaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 | ||
| 40228 | LegPaymentStreamNonDeliverableSettlReferencePage | RefPg | Conditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| Component(-) | LegPaymentStreamNonDeliverableFixingDateGrp | FixngDt | Added EP161 |
| Repeating Group 40367 | NoLegNonDeliverableFixingDates | Added EP161 |
| 40368 | LegNonDeliverableFixingDate | Dt | Required if NoLegNonDeliverableFixingDates(40367) > 0. | Added EP161 | |
| 40369 | LegNonDeliverableFixingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegSettlRateDisruptionFallbackGrp | SettlRtFallbck | Added EP161 |
| Repeating Group 40902 | NoLegSettlRateFallbacks | Added EP161 |
| 40903 | LegSettlRatePostponementMaximumDays | MaxDays | Required if NoLegSettlRateFallbacks(40902) > 0. | Added EP161 |
| Component(-) | LegSettlRateFallbackRateSource | RtSrc | Added EP161 |
| 40366 | LegSettlRateFallbackRateSource | RtSrc | Added EP161 | ||
| 40370 | LegSettlRateFallbackReferencePage | RefPg | Conditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| 40905 | LegSettlRatePostponementSurvey | Survey | Added EP161 | ||
| 40906 | LegSettlRatePostponementCalculationAgent | CalcAgent | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| end Component |
| Component(-) | LegPaymentScheduleGrp | PmtSched | Added EP161 |
| Repeating Group 40374 | NoLegPaymentSchedules | Added EP161 |
| Component(-) | LegPaymentScheduleRateSourceGrp | RtSrc | Added EP161 |
| Repeating Group 40414 | NoLegPaymentScheduleRateSources | Added EP161 |
| 40415 | LegPaymentScheduleRateSource | Src | Required if NoLegPaymentScheduleRateSources(40414) > 0. | Added EP161 | |
| 40416 | LegPaymentScheduleRateSourceType | Typ | Required if NoLegPaymentScheduleRateSources(40414) > 0. | Added EP161 Updated EP169 | |
| 40417 | LegPaymentScheduleReferencePage | RefPg | Conditionally required when LegPaymentScheduleRateSource(40415) = 99 (Other). | Added EP161 |
| end Repeating Group |
| end Component |
| 40396 | LegPaymentScheduleFixingDateUnadjusted | FixngDtUnadj | Added EP161 | ||
| 40397 | LegPaymentScheduleWeight | Wt | Added EP161 | ||
| 40398 | LegPaymentScheduleFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40399 | LegPaymentScheduleFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. | Added EP161 |
| Component(-) | LegPaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. | Added EP161 |
| Repeating Group 40927 | NoLegPaymentScheduleFixingDateBusinessCenters | Added EP161 |
| 40400 | LegPaymentScheduleFixingDateBusinessCenter | Ctr | Required if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40401 | LegPaymentScheduleFixingDateOffsetPeriod | FixngPeriod | Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified. | Added EP161 | |
| 40402 | LegPaymentScheduleFixingDateOffsetUnit | FixngUnit | Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified. | Added EP161 | |
| 40403 | LegPaymentScheduleFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 41543 | LegPaymentScheduleFixingDayDistribution | FixngDayDistrib | Added EP169 | ||
| 41544 | LegPaymentScheduleFixingDayCount | FixngDayCnt | Added EP169 | ||
| 40404 | LegPaymentScheduleFixingDateAdjusted | FixngDt | Added EP161 |
| Component(-) | LegPaymentScheduleFixingDayGrp | FixngDay | Added EP169 |
| Repeating Group 41530 | NoLegPaymentScheduleFixingDays | Added EP169 |
| 41531 | LegPaymentScheduleFixingDayOfWeek | DayOfWk | Required if NoLegPaymentScheduleFixingDays(41530) > 0. | Added EP169 | |
| 41532 | LegPaymentScheduleFixingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| 41545 | LegPaymentScheduleFixingLagPeriod | FixngLagPeriod | Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified. | Added EP169 | |
| 41546 | LegPaymentScheduleFixingLagUnit | FixngLagUnit | Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified. | Added EP169 | |
| 41547 | LegPaymentScheduleFixingFirstObservationDateOffsetPeriod | FixngFirstObsvtnPeriod | Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified. | Added EP169 Updated EP208 | |
| 41548 | LegPaymentScheduleFixingFirstObservationDateOffsetUnit | FixngFirstObsvtnUnit | Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified. | Added EP169 Updated EP208 | |
| 40405 | LegPaymentScheduleFixingTime | FixngTm | Added EP161 | ||
| 40406 | LegPaymentScheduleFixingTimeBusinessCenter | FixngTmBizCtr | Added EP161 | ||
| 40407 | LegPaymentScheduleInterimExchangePaymentDateRelativeTo | IntrmExchDtReltv | Added EP161 | ||
| 40408 | LegPaymentScheduleInterimExchangeDatesBusinessDayConvention | IntrmExchDtBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. | Added EP161 |
| Component(-) | LegPaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. | Added EP161 |
| Repeating Group 40928 | NoLegPaymentScheduleInterimExchangeDateBusinessCenters | Added EP161 |
| 40409 | LegPaymentScheduleInterimExchangeDatesBusinessCenter | Ctr | Required if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40410 | LegPaymentScheduleInterimExchangeDatesOffsetPeriod | IntrmExchDtPeriod | Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified. | Added EP161 | |
| 40411 | LegPaymentScheduleInterimExchangeDatesOffsetUnit | IntrmExchDtUnit | Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified. | Added EP161 | |
| 40412 | LegPaymentScheduleInterimExchangeDatesOffsetDayType | IntrmExchDayTyp | Added EP161 | ||
| 40413 | LegPaymentScheduleInterimExchangeDateAdjusted | IntrmExchDt | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStubGrp | PmtStub | Added EP161 |
| Repeating Group 40418 | NoLegPaymentStubs | Added EP161 |
| 40419 | LegPaymentStubType | Typ | Required if NoLegPaymentStubs(40418) > 0. | Added EP161 | |
| 40420 | LegPaymentStubLength | Lngth | Added EP161 |
| Component(-) | LegPaymentStubStartDate | StartDt | Added EP208 |
| 42497 | LegPaymentStubStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42498 | LegPaymentStubStartDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. | Added EP208 |
| Component(-) | LegPaymentStubStartDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42504 | NoLegPaymentStubStartDateBusinessCenters | Added EP208 |
| 42505 | LegPaymentStubStartDateBusinessCenter | Ctr | Required if NoLegPaymentStubStartDateBusinessCenters(42504) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42499 | LegPaymentStubStartDateRelativeTo | Reltv | Added EP208 | ||
| 42500 | LegPaymentStubStartDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified. | Added EP208 | |
| 42501 | LegPaymentStubStartDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified. | Added EP208 | |
| 42502 | LegPaymentStubStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42503 | LegPaymentStubStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | LegPaymentStubEndDate | EndDt | Added EP208 |
| 42488 | LegPaymentStubEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42489 | LegPaymentStubEndDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. | Added EP208 |
| Component(-) | LegPaymentStubEndDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42495 | NoLegPaymentStubEndDateBusinessCenters | Added EP208 |
| 42496 | LegPaymentStubEndDateBusinessCenter | Ctr | Required if NoLegPaymentStubEndDateBusinessCenters(42495) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42490 | LegPaymentStubEndDateRelativeTo | Reltv | Added EP208 | ||
| 42491 | LegPaymentStubEndDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified. | Added EP208 | |
| 42492 | LegPaymentStubEndDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified. | Added EP208 | |
| 42493 | LegPaymentStubEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42494 | LegPaymentStubEndDateAdjusted | Dt | Added EP208 |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | LegDeliveryStream | DlvryStrm | Added EP169 |
| 41429 | LegDeliveryStreamType | Typ | Added EP169 |
| Component(-) | LegDeliveryStreamCommoditySourceGrp | CmdtySrc | Added EP169 |
| Repeating Group 41460 | NoLegDeliveryStreamCommoditySources | Added EP169 |
| 41461 | LegDeliveryStreamCommoditySource | Src | Required if NoLegDeliveryStreamCommoditySources(41460) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41430 | LegDeliveryStreamPipeline | Ppln | Added EP169 | ||
| 41431 | LegDeliveryStreamEntryPoint | EntryPnt | Added EP169 | ||
| 41432 | LegDeliveryStreamWithdrawalPoint | WthdrwlPnt | Added EP169 | ||
| 41433 | LegDeliveryStreamDeliveryPoint | DlvryPnt | Added EP169 | ||
| 42194 | LegDeliveryStreamDeliveryPointSource | DlvryPntSrc | Added EP179 | ||
| 42195 | LegDeliveryStreamDeliveryPointDesc | DlvryPntDesc | Added EP179 | ||
| 41434 | LegDeliveryStreamDeliveryRestriction | DlvryRstctn | Added EP169 | ||
| 41435 | LegDeliveryStreamDeliveryContingency | Cntgncy | Added EP169 | ||
| 41436 | LegDeliveryStreamDeliveryContingentPartySide | CntgPty | Added EP169 | ||
| 41437 | LegDeliveryStreamDeliverAtSourceIndicator | DlvrAtSrc | Added EP169 | ||
| 41438 | LegDeliveryStreamRiskApportionment | RiskApprtnmt | Added EP169 | ||
| 41219 | LegDeliveryStreamRiskApportionmentSource | RiskApprtnmtSrc | Added EP169 |
| Component(-) | LegDeliveryStreamCycleGrp | Cycle | Added EP169 |
| Repeating Group 41456 | NoLegDeliveryStreamCycles | Added EP169 |
| 41457 | LegDeliveryStreamCycleDesc | Desc | Required if NoLegDeliveryStreamCycles(41456) > 0. | Added EP169 | |
| 41458 | EncodedLegDeliveryStreamCycleDescLen | EncDescLen | Must be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it. | Added EP169 | |
| 41459 | EncodedLegDeliveryStreamCycleDesc | EncDesc | Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 |
| end Repeating Group |
| end Component |
| 41439 | LegDeliveryStreamTitleTransferLocation | TtlXfer | Added EP169 | ||
| 41440 | LegDeliveryStreamTitleTransferCondition | TtlXferCond | Added EP169 | ||
| 41441 | LegDeliveryStreamImporterOfRecord | Imprtr | Added EP169 | ||
| 41442 | LegDeliveryStreamNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41443 | LegDeliveryStreamPositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41444 | LegDeliveryStreamToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41445 | LegDeliveryStreamToleranceType | TlrncTyp | Added EP169 | ||
| 41446 | LegDeliveryStreamToleranceOptionSide | TlrncOptSide | Added EP169 | ||
| 41447 | LegDeliveryStreamTotalPositiveTolerance | TotPostvTlrnc | Added EP169 | ||
| 41448 | LegDeliveryStreamTotalNegativeTolerance | TotNegtvTlrnc | Added EP169 | ||
| 41449 | LegDeliveryStreamNotionalConversionFactor | CnvrsnFctr | Added EP169 | ||
| 41450 | LegDeliveryStreamTransportEquipment | Eqpmt | Added EP169 | ||
| 41451 | LegDeliveryStreamElectingPartySide | ElctngSide | Added EP169 | ||
| 43095 | LegDeliveryStreamRouteOrCharter | RteChrtr | Added EP235 |
| end Component |
| Component(-) | LegDeliveryScheduleGrp | DlvrySched | Added EP169 |
| Repeating Group 41408 | NoLegDeliverySchedules | Added EP169 |
| 41409 | LegDeliveryScheduleType | Typ | Required if NoLegDeliverySchedules(41408) > 0. | Added EP169 | |
| 41410 | LegDeliveryScheduleXID | XID | Added EP169 | ||
| 41411 | LegDeliveryScheduleNotional | Notl | Added EP169 | ||
| 41412 | LegDeliveryScheduleNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41413 | LegDeliveryScheduleNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41414 | LegDeliveryScheduleNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41415 | LegDeliverySchedulePositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41416 | LegDeliveryScheduleToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41417 | LegDeliveryScheduleToleranceType | TlrncTyp | Conditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified. | Added EP169 | |
| 41418 | LegDeliveryScheduleSettlCountry | Ctry | Added EP169 | ||
| 41419 | LegDeliveryScheduleSettlTimeZone | TZ | Added EP169 | ||
| 41420 | LegDeliveryScheduleSettlFlowType | FlowTyp | Added EP169 | ||
| 41421 | LegDeliveryScheduleSettlHolidaysProcessingInstruction | Holidays | Added EP169 |
| Component(-) | LegDeliveryScheduleSettlDayGrp | Day | Added EP169 |
| Repeating Group 41422 | NoLegDeliveryScheduleSettlDays | Added EP169 |
| 41423 | LegDeliveryScheduleSettlDay | Day | Required if NoLegDeliveryScheduleSettlDays(41422) > 0. | Added EP169 | |
| 41424 | LegDeliveryScheduleSettlTotalHours | TotHrs | Added EP169 |
| Component(-) | LegDeliveryScheduleSettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41425 | NoLegDeliveryScheduleSettlTimes | Added EP169 |
| 41426 | LegDeliveryScheduleSettlStart | Start | Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. | Added EP169 | |
| 41427 | LegDeliveryScheduleSettlEnd | End | Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. | Added EP169 | |
| 41428 | LegDeliveryScheduleSettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 40248 | LegStreamText | Txt | Added EP161 | ||
| 40978 | EncodedLegStreamTextLen | EncTxtLen | Must be set if EncodedLegStreamText(40979) field is specified and must immediately precede it. | Added EP161 | |
| 40979 | EncodedLegStreamText | EncTxt | Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegProvisionGrp | Prov | Added EP161 |
| Repeating Group 40448 | NoLegProvisions | Added EP161 |
| 40449 | LegProvisionType | Typ | Required if NoLegProvisions(40448) > 0. | Added EP161 | |
| 40450 | LegProvisionDateUnadjusted | DtUnadj | Added EP161 | ||
| 40451 | LegProvisionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the instrument's leg provision. | Added EP161 |
| Component(-) | LegProvisionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the instrument's leg provision. | Added EP161 |
| Repeating Group 40939 | NoLegProvisionDateBusinessCenters | Added EP161 |
| 40452 | LegProvisionDateBusinessCenter | Ctr | Required if NoLegProvisionDateBusinessCenters(40939) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40453 | LegProvisionDateAdjusted | Dt | Added EP161 | ||
| 40454 | LegProvisionDateTenorPeriod | TenorPeriod | Conditionally required when LegProvisionDateTenorUnit(40455) is specified. | Added EP161 | |
| 40455 | LegProvisionDateTenorUnit | TenorUnit | Conditionally required when LegProvisionDateTenorPeriod(40454) is specified. | Added EP161 | |
| 42506 | LegProvisionBreakFeeElection | BrkFeeElctn | Added EP208 | ||
| 42507 | LegProvisionBreakFeeRate | BrkFeeRt | Added EP208 | ||
| 40456 | LegProvisionCalculationAgent | CalcAgent | Added EP161 | ||
| 40457 | LegProvisionOptionSinglePartyBuyerSide | BuyerSide | Added EP161 | ||
| 40458 | LegProvisionOptionSinglePartySellerSide | SellerSide | Added EP161 |
| Component(-) | LegProvisionCashSettlValueDates | CashSettlValDts | Added EP161 |
| 40524 | LegProvisionCashSettlValueTime | Tm | Added EP161 | ||
| 40525 | LegProvisionCashSettlValueTimeBusinessCenter | TmBizCtr | Added EP161 | ||
| 40526 | LegProvisionCashSettlValueDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement value date. | Added EP161 |
| Component(-) | LegProvisionCashSettlValueDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement value date. | Added EP161 |
| Repeating Group 40935 | NoLegProvisionCashSettlValueDateBusinessCenters | Added EP161 |
| 40527 | LegProvisionCashSettlValueDateBusinessCenter | Ctr | Required if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40528 | LegProvisionCashSettlValueDateRelativeTo | Reltv | Added EP161 | ||
| 40529 | LegProvisionCashSettlValueDateOffsetPeriod | OfstPeriod | Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified. | Added EP161 | |
| 40530 | LegProvisionCashSettlValueDateOffsetUnit | OfstUnit | Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified. | Added EP161 | |
| 40531 | LegProvisionCashSettlValueDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40532 | LegProvisionCashSettlValueDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | LegProvisionOptionExerciseDates | OptExerDts | Added EP161 |
| 40476 | LegProvisionOptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option exercise dates. | Added EP161 |
| Component(-) | LegProvisionOptionExerciseBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option exercise dates. | Added EP161 |
| Repeating Group 40936 | NoLegProvisionOptionExerciseBusinessCenters | Added EP161 |
| 40477 | LegProvisionOptionExerciseBusinessCenter | Ctr | Required if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegProvisionOptionExerciseFixedDateGrp | OptExerFixedDt | Added EP161 |
| Repeating Group 40495 | NoLegProvisionOptionExerciseFixedDates | Added EP161 |
| 40496 | LegProvisionOptionExerciseFixedDate | Dt | Required if NoLegProvisionOptionExerciseFixedDates(40495) > 0. | Added EP161 | |
| 40497 | LegProvisionOptionExerciseFixedDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| 40478 | LegProvisionOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified. | Added EP161 | |
| 40479 | LegProvisionOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified. | Added EP161 | |
| 40480 | LegProvisionOptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified. | Added EP161 | |
| 40481 | LegProvisionOptionExerciseFrequencyUnit | FreqUnit | Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified. | Added EP161 | |
| 40482 | LegProvisionOptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40483 | LegProvisionOptionExerciseStartDateRelativeTo | StartDtReltv | Added EP161 | ||
| 40484 | LegProvisionOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified. | Added EP161 | |
| 40485 | LegProvisionOptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified. | Added EP161 | |
| 40486 | LegProvisionOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP161 | ||
| 40487 | LegProvisionOptionExerciseStartDateAdjusted | StartDt | Added EP161 | ||
| 40488 | LegProvisionOptionExercisePeriodSkip | Skip | Added EP161 | ||
| 40489 | LegProvisionOptionExerciseBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40490 | LegProvisionOptionExerciseBoundsLastDateUnadjusted | LastDtUnadj | Added EP161 | ||
| 40491 | LegProvisionOptionExerciseEarliestTime | ErlstTm | Added EP161 | ||
| 40492 | LegProvisionOptionExerciseEarliestTimeBusinessCenter | ErlstTmBizCtr | Added EP161 | ||
| 40493 | LegProvisionOptionExerciseLatestTime | LtstTm | Added EP161 | ||
| 40494 | LegProvisionOptionExerciseLatestTimeBusinessCenter | LtstTmBizCtr | Added EP161 |
| end Component |
| Component(-) | LegProvisionOptionExpirationDate | OptExpDt | Added EP161 |
| 40498 | LegProvisionOptionExpirationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40499 | LegProvisionOptionExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option expiration date. | Added EP161 |
| Component(-) | LegProvisionOptionExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option expiration date. | Added EP161 |
| Repeating Group 40937 | NoLegProvisionOptionExpirationDateBusinessCenters | Added EP161 |
| 40500 | LegProvisionOptionExpirationDateBusinessCenter | Ctr | Required if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40501 | LegProvisionOptionExpirationDateRelativeTo | Reltv | Added EP161 | ||
| 40502 | LegProvisionOptionExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified. | Added EP161 | |
| 40503 | LegProvisionOptionExpirationDateOffsetUnit | OfstUnit | Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified. | Added EP161 | |
| 40504 | LegProvisionOptionExpirationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40505 | LegProvisionOptionExpirationDateAdjusted | Dt | Added EP161 | ||
| 40506 | LegProvisionOptionExpirationTime | ExpTm | Added EP161 | ||
| 40507 | LegProvisionOptionExpirationTimeBusinessCenter | ExpTmBizCtr | Added EP161 |
| end Component |
| Component(-) | LegProvisionOptionRelevantUnderlyingDate | OptRelvntUndlyDt | Added EP161 |
| 40508 | LegProvisionOptionRelevantUnderlyingDateUnadjusted | DtUnadj | Added EP161 | ||
| 40509 | LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option relevant underlying date. | Added EP161 |
| Component(-) | LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option relevant underlying date. | Added EP161 |
| Repeating Group 40938 | NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters | Added EP161 |
| 40510 | LegProvisionOptionRelevantUnderlyingDateBusinessCenter | Ctr | Required if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40511 | LegProvisionOptionRelevantUnderlyingDateRelativeTo | Reltv | Added EP161 | ||
| 40512 | LegProvisionOptionRelevantUnderlyingDateOffsetPeriod | OfstPeriod | Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified. | Added EP161 | |
| 40513 | LegProvisionOptionRelevantUnderlyingDateOffsetUnit | OfstUnit | Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified. | Added EP161 | |
| 40514 | LegProvisionOptionRelevantUnderlyingDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40515 | LegProvisionOptionRelevantUnderlyingDateAdjusted | Dt | Added EP161 |
| end Component |
| 40459 | LegProvisionOptionExerciseStyle | ExerStyle | Added EP161 | ||
| 40460 | LegProvisionOptionExerciseMultipleNotional | MultplNotl | Added EP161 | ||
| 40461 | LegProvisionOptionExerciseMinimumNotional | MinNotl | Added EP161 | ||
| 40462 | LegProvisionOptionExerciseMaximumNotional | MaxNotl | Added EP161 | ||
| 40463 | LegProvisionOptionMinimumNumber | MinNum | Added EP161 | ||
| 40464 | LegProvisionOptionMaximumNumber | MaxNum | Added EP161 | ||
| 40465 | LegProvisionOptionExerciseConfirmation | ExerCnfm | Added EP161 |
| Component(-) | LegProvisionCashSettlPaymentDates | CashSettlPmtDts | Added EP161 |
| 40516 | LegProvisionCashSettlPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement payment dates. | Added EP161 |
| Component(-) | LegProvisionCashSettlPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement payment dates. | Added EP161 |
| Repeating Group 40934 | NoLegProvisionCashSettlPaymentDateBusinessCenters | Added EP161 |
| 40517 | LegProvisionCashSettlPaymentDateBusinessCenter | Ctr | Required if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40518 | LegProvisionCashSettlPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40519 | LegProvisionCashSettlPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified. | Added EP161 | |
| 40520 | LegProvisionCashSettlPaymentDateOffsetUnit | OfstUnit | Conditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified. | Added EP161 | |
| 40521 | LegProvisionCashSettlPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40522 | LegProvisionCashSettlPaymentDateRangeFirst | DtFirst | Added EP161 | ||
| 40523 | LegProvisionCashSettlPaymentDateRangeLast | DtLast | Added EP161 |
| Component(-) | LegProvisionCashSettlPaymentFixedDateGrp | CashSettlPmtFixedDt | Added EP161 |
| Repeating Group 40473 | NoLegProvisionCashSettlPaymentDates | Added EP161 |
| 40474 | LegProvisionCashSettlPaymentDate | Dt | Required if NoLegProvisionCashSettlPaymentDates (40473) > 0. | Added EP161 | |
| 40475 | LegProvisionCashSettlPaymentDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| 40466 | LegProvisionCashSettlMethod | SettlMeth | Added EP161 | ||
| 40467 | LegProvisionCashSettlCurrency | SettlCcy | Added EP161 | ||
| 40468 | LegProvisionCashSettlCurrency2 | SettlCcy2 | Added EP161 | ||
| 40469 | LegProvisionCashSettlQuoteType | SettlQteTyp | Added EP161 |
| Component(-) | LegProvisionCashSettlQuoteSource | CashSettlQteSrc | Added EP161 |
| 40470 | LegProvisionCashSettlQuoteSource | SettlQteSrc | Added EP161 | ||
| 41407 | LegProvisionCashSettlQuoteReferencePage | RefPg | Added EP161 |
| end Component |
| 40472 | LegProvisionText | Txt | Added EP161 | ||
| 40980 | EncodedLegProvisionTextLen | EncTxtLen | Must be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it. | Added EP161 | |
| 40981 | EncodedLegProvisionText | EncTxt | Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| Component(-) | LegProvisionParties | Pty | Added EP161 |
| Repeating Group 40533 | NoLegProvisionPartyIDs | Added EP161 |
| 40534 | LegProvisionPartyID | ID | Required if NoLegProvisionPartyIDs(40533) > 0. | Added EP161 | |
| 40535 | LegProvisionPartyIDSource | Src | Required if NoLegProvisionPartyIDs(40533) > 0. | Added EP161 | |
| 40536 | LegProvisionPartyRole | R | Required if NoLegProvisionPartyIDs(40533) > 0. | Added EP161 | |
| 2380 | LegProvisionPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | LegProvisionPtysSubGrp | Sub | Added EP161 |
| Repeating Group 40537 | NoLegProvisionPartySubIDs | Added EP161 |
| 40538 | LegProvisionPartySubID | ID | Required if NoLegProvisionPartySubIDs(40537) > 0. | Added EP161 | |
| 40539 | LegProvisionPartySubIDType | Typ | Required if NoLegProvisionPartySubIDs(40537) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | LegAdditionalTermGrp | AddtnlTrm | Added EP169 |
| Repeating Group 41335 | NoLegAdditionalTerms | Added EP169 |
| 41336 | LegAdditionalTermConditionPrecedentBondIndicator | PrcdntInd | Required if NoLegAdditionalTerms(41335) > 0. | Added EP169 | |
| 41337 | LegAdditionalTermDiscrepancyClauseIndicator | DscrpncyInd | Added EP169 |
| Component(-) | LegAdditionalTermBondRefGrp | BondRef | Added EP169 |
| Repeating Group 41316 | NoLegAdditionalTermBondRefs | Added EP169 |
| 41317 | LegAdditionalTermBondSecurityID | ID | Required if NoLegAdditionalTermBondRefs(41316) > 0. | Added EP169 | |
| 41318 | LegAdditionalTermBondSecurityIDSource | Src | Conditionally required when LegAdditionalTermBondSecurityID(41317) is specified. | Added EP169 | |
| 41319 | LegAdditionalTermBondDesc | Desc | Added EP169 | ||
| 41320 | EncodedLegAdditionalTermBondDescLen | EncDescLen | Must be set if EncodedLegAdditionalTermBondDesc(41321) field is specified and must immediately precede it. | Added EP169 | |
| 41321 | EncodedLegAdditionalTermBondDesc | EncDesc | Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41322 | LegAdditionalTermBondCurrency | Ccy | Added EP169 | ||
| 41323 | LegAdditionalTermBondIssuer | Issr | Added EP169 | ||
| 41324 | EncodedLegAdditionalTermBondIssuerLen | EncIssrLen | Must be set if EncodedLegAdditionalTermBondIssuer(41325) field is specified and must immediately precede it. | Added EP169 | |
| 41325 | EncodedLegAdditionalTermBondIssuer | EncIssr | Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41326 | LegAdditionalTermBondSeniority | Snrty | Added EP169 | ||
| 41327 | LegAdditionalTermBondCouponType | CpnTyp | Added EP169 | ||
| 41328 | LegAdditionalTermBondCouponRate | CpnRt | Added EP169 | ||
| 41329 | LegAdditionalTermBondMaturityDate | MatDt | Added EP169 | ||
| 41330 | LegAdditionalTermBondParValue | Par | Added EP169 | ||
| 41331 | LegAdditionalTermBondCurrentTotalIssuedAmount | CurTotAmt | Added EP169 | ||
| 41332 | LegAdditionalTermBondCouponFrequencyPeriod | CpnPeriod | Conditionally required when LegAdditionalTermBondCouponFrequencyUnit(41333) is specified. | Added EP169 | |
| 41333 | LegAdditionalTermBondCouponFrequencyUnit | CpnUnit | Conditionally required when LegAdditionalTermBondCouponFrequencyPeriod(41332) is specified. | Added EP169 | |
| 41334 | LegAdditionalTermBondDayCount | DayCnt | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | LegProtectionTermGrp | ProtctnTrm | Added EP169 |
| Repeating Group 41616 | NoLegProtectionTerms | Added EP169 |
| 41618 | LegProtectionTermNotional | Notl | Required if NoLegProtectionTerms(41616) > 0. | Added EP169 | |
| 41619 | LegProtectionTermCurrency | Ccy | Added EP169 | ||
| 41620 | LegProtectionTermSellerNotifies | Seller | Added EP169 | ||
| 41621 | LegProtectionTermBuyerNotifies | Buyer | Added EP169 | ||
| 41622 | LegProtectionTermEventBusinessCenter | BizCtr | Added EP169 | ||
| 41623 | LegProtectionTermStandardSources | StdSrcs | Added EP169 | ||
| 41624 | LegProtectionTermEventMinimumSources | MinSrcs | Added EP169 |
| Component(-) | LegProtectionTermEventNewsSourceGrp | NewsSrc | Added EP169 |
| Repeating Group 41614 | NoLegProtectionTermEventNewsSources | Added EP169 |
| 41615 | LegProtectionTermEventNewsSource | Src | Required if NoLegProtectionTermEventNewsSources(41614) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegProtectionTermEventGrp | Evnt | Added EP169 |
| Repeating Group 41625 | NoLegProtectionTermEvents | Added EP169 |
| 41626 | LegProtectionTermEventType | Typ | Required if NoLegProtectionTermEvents(41625) > 0. | Added EP169 | |
| 41627 | LegProtectionTermEventValue | Val | Added EP169 | ||
| 41628 | LegProtectionTermEventCurrency | Ccy | Added EP169 | ||
| 41629 | LegProtectionTermEventPeriod | Period | Conditionally required when LegProtectionTermEventUnit(41630). | Added EP169 | |
| 41630 | LegProtectionTermEventUnit | Unit | Conditionally required when LegProtectionTermEventPeriod(41629). | Added EP169 | |
| 41631 | LegProtectionTermEventDayType | DayTyp | Added EP169 | ||
| 41632 | LegProtectionTermEventRateSource | RtSrc | Added EP169 |
| Component(-) | LegProtectionTermEventQualifierGrp | Qual | Added EP169 |
| Repeating Group 41633 | NoLegProtectionTermEventQualifiers | Added EP169 |
| 41634 | LegProtectionTermEventQualifier | Qual | Required if NoLegProtectionTermEventQualifiers(41633) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | LegProtectionTermObligationGrp | Oblig | Added EP169 |
| Repeating Group 41635 | NoLegProtectionTermObligations | Added EP169 |
| 41636 | LegProtectionTermObligationType | Typ | Required if NoLegProtectionTermObligations(41635) > 0. | Added EP169 | |
| 41637 | LegProtectionTermObligationValue | Val | Added EP169 |
| end Repeating Group |
| end Component |
| 41617 | LegProtectionTermXID | XID | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegCashSettlTermGrp | CashSettlTrm | Added EP169 |
| Repeating Group 41344 | NoLegCashSettlTerms | Added EP169 |
| 41345 | LegCashSettlCurrency | Ccy | Required if NoLegCashSettlTerms(41344) > 0. | Added EP169 | |
| 41346 | LegCasSettlValuationFirstBusinessDayOffset | BizDayOfst | Added EP169 | ||
| 41347 | LegCashSettlValuationSubsequentBusinessDaysOffset | SbsqntBizDayOfst | Added EP169 | ||
| 41348 | LegCashSettlNumOfValuationDates | NumValDts | Added EP169 | ||
| 41349 | LegCashSettlValuationTime | ValTm | Added EP169 | ||
| 41350 | LegCashSettlBusinessCenter | BizCtr | Added EP169 | ||
| 41351 | LegCashSettlQuoteMethod | QteMeth | Added EP169 | ||
| 41352 | LegCashSettlQuoteAmount | QteAmt | Added EP169 | ||
| 41353 | LegCashSettlQuoteCurrency | QteCcy | Added EP169 | ||
| 41354 | LegCashSettlMinimumQuoteAmount | MinQteAmt | Added EP169 | ||
| 41355 | LegCashSettlMinimumQuoteCurrency | MinQteCcy | Added EP169 |
| Component(-) | LegCashSettlDealerGrp | Dlr | Added EP169 |
| Repeating Group 41342 | NoLegCashSettlDealers | Added EP169 |
| 41343 | LegCashSettlDealer | Dlr | Required if NoLegCashSettlDealers(41342) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 42308 | LegCashSettlPriceSource | PxSrc | Added EP208 | ||
| 42309 | LegCashSettlPriceDefault | PxDflt | Added EP208 | ||
| 41356 | LegCashSettlBusinessDays | BizDays | Added EP169 | ||
| 41357 | LegCashSettlAmount | Amt | Added EP169 |
| Component(-) | LegCashSettlDate | SettlDt | Added EP208 |
| 42299 | LegCashSettlDateUnadjusted | DtUnadj | Added EP208 | ||
| 42300 | LegCashSettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. | Added EP208 |
| Component(-) | LegCashSettlDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. | Added EP208 |
| Repeating Group 42306 | NoLegCashSettlDateBusinessCenters | Added EP208 |
| 42307 | LegCashSettlDateBusinessCenter | Ctr | Required if NoLegCashSettlDateBusinessCenters(42306) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42301 | LegCashSettlDateRelativeTo | Reltv | Added EP208 | ||
| 42302 | LegCashSettlDateOffsetPeriod | OfstPeriod | Conditionally required when LegCashSettlDateOffsetUnit(42303) is specified. | Added EP208 | |
| 42303 | LegCashSettlDateOffsetUnit | OfstUnit | Conditionally required when LegCashSettlDateOffsetPeriod(42302) is specified. | Added EP208 | |
| 42304 | LegCashSettlDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42305 | LegCashSettlDateAdjusted | Dt | Added EP208 |
| end Component |
| 41358 | LegCashSettlRecoveryFactor | RcvryFctr | Added EP169 | ||
| 41359 | LegCashSettlFixedTermIndicator | FixedInd | Added EP169 | ||
| 41360 | LegCashSettlAccruedInterestIndicator | AcrdIntInd | Added EP169 | ||
| 41361 | LegCashSettlValuationMethod | ValMeth | Added EP169 | ||
| 41362 | LegCashSettlTermXID | XID | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegPhysicalSettlTermGrp | PhysSettlTrm | Added EP169 |
| Repeating Group 41599 | NoLegPhysicalSettlTerms | Added EP169 |
| Component(-) | LegPhysicalSettlDeliverableObligationGrp | DlvrblOblig | Required if NoLegPhysicalSettlTerms(41599) > 0. | Added EP169 |
| Repeating Group 41604 | NoLegPhysicalSettlDeliverableObligations | Added EP169 |
| 41605 | LegPhysicalSettlDeliverableObligationType | Typ | Required if NoLegPhysicalSettlDeliverableObligations(41604) > 0. | Added EP169 | |
| 41606 | LegPhysicalSettlDeliverableObligationValue | Val | Added EP169 |
| end Repeating Group |
| end Component |
| 41601 | LegPhysicalSettlCurency | Ccy | Added EP169 | ||
| 41602 | LegPhysicalSettlBusinessDays | BizDays | Added EP169 | ||
| 41603 | LegPhysicalSettlMaximumBusinessDays | MaxBizDays | Added EP169 | ||
| 41600 | LegPhysicalSettlTermXID | XID | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegExtraordinaryEventGrp | ExtrordEvnt | Added EP208 |
| Repeating Group 42388 | NoLegExtraordinaryEvents | Added EP208 |
| 42389 | LegExtraordinaryEventType | Typ | Required if NoLegExtraordinaryEvents(42388) > 0. | Added EP208 | |
| 42390 | LegExtraordinaryEventValue | Val | Required if NoLegExtraordinaryEvents(42388) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 2606 | LegExtraordinaryEventAdjustmentMethod | ExtrordEvntAdjMeth | Added EP208 | ||
| 2607 | LegExchangeLookAlike | ExchLookAlike | Added EP208 |
| end Component |
| 685 | LegOrderQty | OrdQty | Quantity ordered for this leg as provided during order entry. | Added EP-1 Updated EP131 | |
| 687 | LegQty | Qty | The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. | Added FIX.4.4 Updated EP131 Deprecated EP131 | |
| 2346 | LegMidPx | MidPx | Added EP175 | ||
| 690 | LegSwapType | SwapTyp | Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. | Added FIX.4.4 Updated EP131 |
| Component(-) | LegStipulations | Stip | Added FIX.4.4 |
| Repeating Group 683 | NoLegStipulations | Added FIX.4.4 |
| 688 | LegStipulationType | StipTyp | Required if NoLegStipulations >0 | Added FIX.4.4 | |
| 689 | LegStipulationValue | StipVal | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| 1366 | LegAllocID | LegAllocID | Added EP-1 |
| Component(-) | LegPreAllocGrp | PreAll | Added EP-1 |
| Repeating Group 670 | NoLegAllocs | Added FIX.4.4 |
| 671 | LegAllocAccount | AllocAcct | Added FIX.4.4 | ||
| 672 | LegIndividualAllocID | IndAllocID | Added FIX.4.4 |
| Component(-) | NestedParties2 | Pty | Added FIX.4.4 |
| Repeating Group 756 | NoNested2PartyIDs | Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole | Added FIX.4.4 |
| 757 | Nested2PartyID | ID | Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. | Added FIX.4.4 | |
| 758 | Nested2PartyIDSource | Src | Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. | Added FIX.4.4 | |
| 759 | Nested2PartyRole | R | Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. | Added FIX.4.4 | |
| 2381 | Nested2PartyRoleQualifier | Qual | Added EP179 |
| Component(-) | NstdPtys2SubGrp | Sub | Repeating group of Nested2Party sub-identifiers. | Added FIX.4.4 |
| Repeating Group 806 | NoNested2PartySubIDs | Added FIX.4.4 |
| 760 | Nested2PartySubID | ID | Added FIX.4.4 | ||
| 807 | Nested2PartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 673 | LegAllocQty | AllocQty | Added FIX.4.4 | ||
| 674 | LegAllocAcctIDSource | AllocAcctIDSrc | Added FIX.4.4 | ||
| 1367 | LegAllocSettlCurrency | AllocSettlCcy | Added EP-1 | ||
| 2928 | LegAllocSettlCurrencyCodeSource | AllocSettlCcySrc | Added EP273 | ||
| 1756 | LegCustodialLotID | CstdlLotID | Only used for specific lot trades. | Added EP127 | |
| 1757 | LegVersusPurchaseDate | VSPDt | Only used for specific lot trades. If this field is used, either LegVersusPurchasePrice(1758) or LegCurrentCostBasis(1759) should be specified. | Added EP127 | |
| 1758 | LegVersusPurchasePrice | VSPPx | Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified. | Added EP127 | |
| 1759 | LegCurrentCostBasis | CurCostBasis | Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified | Added EP127 |
| end Repeating Group |
| end Component |
| 2680 | LegAccount | Acct | Added EP223 | ||
| 1817 | LegClearingAccountType | ClrAcctTyp | Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. | Added EP223 | |
| 564 | LegPositionEffect | PosEfct | Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. | Added FIX.4.4 Updated EP131 | |
| 565 | LegCoveredOrUncovered | Cover | Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. | Added FIX.4.4 Updated EP131 |
| Component(-) | NestedParties3 | Pty | Added EP-1 |
| Repeating Group 948 | NoNested3PartyIDs | Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole | Added FIX.4.4 |
| 949 | Nested3PartyID | ID | Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. | Added FIX.4.4 | |
| 950 | Nested3PartyIDSource | Src | Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. | Added FIX.4.4 | |
| 951 | Nested3PartyRole | R | Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. | Added FIX.4.4 | |
| 2382 | Nested3PartyRoleQualifier | Qual | Added EP179 |
| Component(-) | NstdPtys3SubGrp | Sub | Repeating group of Nested3Party sub-identifiers. | Added FIX.4.4 |
| Repeating Group 952 | NoNested3PartySubIDs | Added FIX.4.4 |
| 953 | Nested3PartySubID | ID | Added FIX.4.4 | ||
| 954 | Nested3PartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 654 | LegRefID | RefID | Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. | Added FIX.4.4 Updated EP131 Deprecated EP131 | |
| 587 | LegSettlType | SettlTyp | Added FIX.4.4 | ||
| 588 | LegSettlDate | SettlDt | Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). | Added FIX.4.4 Updated EP131 | |
| 637 | LegLastPx | LastPx | Used to report the execution price assigned to the leg of the multileg instrument. | Added FIX.4.4 Updated EP131 | |
| 675 | LegSettlCurrency | SettlCcy | Added EP-1 | ||
| 2900 | LegSettlCurrencyCodeSource | SettlCcySrc | Added EP273 | ||
| 1073 | LegLastForwardPoints | LegLastFwdPnts | Added EP-1 | ||
| 1074 | LegCalculatedCcyLastQty | LegCalcCcyLastQty | Added EP-1 | ||
| 1075 | LegGrossTradeAmt | LegGrossTrdAmt | For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case. | Added EP-1 Updated EP131 | |
| 1689 | LegShortSaleExemptionReason | ShrtSaleExmptnRsn | Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. | Added EP121 Updated EP131 | |
| 1379 | LegVolatility | LegVolatility | Added EP-1 | ||
| 1381 | LegDividendYield | LegDividendYield | Added EP-1 | ||
| 1383 | LegCurrencyRatio | LegCurrencyRatio | Added EP-1 | ||
| 1384 | LegExecInst | LegExecInst | Added EP-1 | ||
| 1418 | LegLastQty | LastQty | Quantity executed for this leg. | Added EP-1 Updated EP131 | |
| 2421 | FillRefID | FillRefID | Use to reference the partial execution of a multi-leg order to which this leg execution belongs. | Added EP188 |
| end Repeating Group |
| end Component |
| 797 | CopyMsgIndicator | CopyMsgInd | Added FIX.4.4 |
| Component(-) | MiscFeesGrp | MiscFees | Required if any miscellaneous fees are reported. | Added FIX.4.4 Updated EP95 |
| Repeating Group 136 | NoMiscFees | Required if any miscellaneous fees are reported. Indicates number of repeating entries. | Added FIX.4.4 Updated EP95 |
| 137 | MiscFeeAmt | Amt | Required if NoMiscFees(136) > 0. | Added FIX.4.4 Updated EP196 | |
| 138 | MiscFeeCurr | Curr | Added FIX.4.4 | ||
| 139 | MiscFeeType | Typ | Required if NoMiscFees(136) > 0. | Added FIX.4.4 Updated EP196 | |
| 2712 | MiscFeeQualifier | Qual | Added EP231 |
| Component(-) | MiscFeesSubGrp | MiscFeesSub | Added EP196 |
| Repeating Group 2633 | NoMiscFeeSubTypes | Added EP196 |
| 2634 | MiscFeeSubType | Typ | Required if NoMiscFeeSubTypes(2633) > 0. | Added EP196 | |
| 2635 | MiscFeeSubTypeAmt | Amt | Added EP196 | ||
| 2636 | MiscFeeSubTypeDesc | Desc | Added EP196 | ||
| 2637 | EncodedMiscFeeSubTypeDescLen | EncDescLen | Must be set if EncodedMiscFeeSubTypeDesc(2638) field is specified and must immediately precede it. | Added EP196 | |
| 2638 | EncodedMiscFeeSubTypeDesc | EncDesc | Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding(347) field. | Added EP196 |
| end Repeating Group |
| end Component |
| 891 | MiscFeeBasis | Basis | Added FIX.4.4 | ||
| 2216 | MiscFeeRate | Rt | Added EP169 | ||
| 2217 | MiscFeeAmountDue | AmtDue | Added EP169 | ||
| 2713 | MiscFeeDesc | Desc | Added EP231 |
| end Repeating Group |
| end Component |
| 1380 | DividendYield | DividendYield | Added EP-1 | ||
| 1028 | ManualOrderIndicator | ManOrdInd | Added EP-1 | ||
| 1029 | CustDirectedOrder | CustDrctdOrd | Added EP-1 | ||
| 1030 | ReceivedDeptID | RcvdDptID | Added EP-1 Updated EP195 Deprecated EP195 | ||
| 1031 | CustOrderHandlingInst | CustOrdHdlInst | Added EP-1 | ||
| 1032 | OrderHandlingInstSource | OrdHndlInstSrc | Added EP-1 | ||
| 1724 | OrderOrigination | OrdOrigntn | Added EP135 | ||
| 2882 | ContraOrderOrigination | CntraOrdOrigntn | May be used for cross orders submitted with single order messages. | Added EP256 | |
| 1725 | OriginatingDeptID | OrigntngDeptID | Added EP135 | ||
| 1726 | ReceivingDeptID | RcvgDeptID | Added EP135 | ||
| 2883 | RoutingArrangementIndicator | RtgArngmntInd | Added EP256 | ||
| 2884 | ContraRoutingArrangementIndicator | CntraRtgArngmntInd | May be used for cross orders submitted with single order messages. | Added EP256 | |
| 2525 | AffiliatedFirmsTradeIndicator | AffltdFirmsTrdInd | Added EP264 | ||
| 522 | OwnerType | OwnerTyp | Added EP135 | ||
| 2679 | OrderOwnershipIndicator | OrdOwnershipInd | Can be used to highlight change of order ownership. | Added EP223 |
| Component(-) | TrdRegTimestamps | TrdRegTS | Added EP-1 |
| Repeating Group 768 | NoTrdRegTimestamps | Added FIX.4.4 |
| 769 | TrdRegTimestamp | TS | Required if NoTrdRegTimestamps(768) > 0. | Added FIX.4.4 Updated EP253 | |
| 770 | TrdRegTimestampType | Typ | Required if NoTrdRegTimestamps(768) > 0. | Added FIX.4.4 Updated EP253 | |
| 771 | TrdRegTimestampOrigin | Src | Added FIX.4.4 | ||
| 2839 | TrdRegTimestampManualIndicator | ManInd | Added EP253 | ||
| 1033 | DeskType | DskTyp | Added EP-1 Updated EP253 | ||
| 1034 | DeskTypeSource | DskTypSrc | Added EP-1 | ||
| 1035 | DeskOrderHandlingInst | DskOrdHndlInst | Added EP-1 | ||
| 1727 | InformationBarrierID | InfoBrrID | Added EP135 | ||
| 2831 | NBBOEntryType | NBBOTyp | May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO). | Added EP253 | |
| 2832 | NBBOPrice | NBBOPx | May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO). | Added EP253 | |
| 2833 | NBBOQty | NBBOQty | May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO). | Added EP253 | |
| 2834 | NBBOSource | NBBOSrc | May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO). | Added EP253 |
| end Repeating Group |
| end Component |
| Component(-) | TrdRegPublicationGrp | TrdRegPublctn | Added EP222 |
| Repeating Group 2668 | NoTrdRegPublications | Added EP216 |
| 2669 | TrdRegPublicationType | Typ | Required if NoTrdRegPublications(2668) > 0. | Added EP216 | |
| 2670 | TrdRegPublicationReason | Rsn | Added EP216 |
| end Repeating Group |
| end Component |
| Component(-) | TradePriceConditionGrp | TrdPxConds | Added EP222 |
| Repeating Group 1838 | NoTradePriceConditions | Added EP141 |
| 1839 | TradePriceCondition | TrdPxCond | Required if NoTradePriceConditions(1838) > 0. | Added EP141 |
| end Repeating Group |
| end Component |
| 1937 | TradeContinuation | TrdContntn | May be used to indicate the post-execution trade continuation or lifecycle event. This should echo the value in the message that resulted in this report. | Added EP258 | |
| 2374 | TradeContinuationText | TrdContntnTxt | Added EP258 | ||
| 2372 | EncodedTradeContinuationTextLen | EncTrdContntnTextLen | Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. | Added EP258 | |
| 2371 | EncodedTradeContinuationText | EncTrdContntnText | Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. | Added EP258 | |
| 1188 | Volatility | Vol | Added EP-1 | ||
| 1189 | TimeToExpiration | TmToExp | Added EP-1 | ||
| 1190 | RiskFreeRate | RFR | Added EP-1 | ||
| 811 | PriceDelta | PxDelta | Added EP-1 | ||
| 1917 | CoverPrice | CoverPx | Added EP159 |
| Component(-) | ThrottleResponse | ThrttlRsp | Added EP116 |
| 1685 | ThrottleInst | ThrttlInst | Added EP116 | ||
| 1609 | ThrottleStatus | ThrttlStat | Added EP116 | ||
| 1686 | ThrottleCountIndicator | ThrttlCntInd | Added EP116 |
| end Component |
| 1080 | RefOrderID | RefOrdID | Added EP125 | ||
| 1081 | RefOrderIDSource | RefOrdIDSrc | Added EP125 | ||
| 1806 | RefClOrdID | RefClOrdID | Added EP131 |
| Component(-) | RelatedOrderGrp | ReltdOrd | May be used to provide a list of orders and their relationship to the order identified in this message. | Added EP259 |
| Repeating Group 73 | NoOrders | Added EP259 |
| 2887 | RelatedOrderID | ID | Required if NoOrders(73) > 0. | Added EP259 | |
| 2888 | RelatedOrderIDSource | Src | The same value must be used for all orders having the same OrderRelationship(2890) value. | Added EP259 | |
| 2836 | RelatedOrderTime | Tm | Added EP259 | ||
| 2889 | RelatedOrderQty | Qty | Added EP259 | ||
| 2890 | OrderRelationship | Rltnshp | May be used to explicitly express the type of relationship or to provide orders having different relationships. | Added EP259 | |
| 2835 | OrderOriginationFirmID | OrigntnFirmID | May be used when aggregating orders that were originally submitted by different firms, e.g. due to a merger or acquisition. | Added EP259 |
| end Repeating Group |
| end Component |
| 1803 | AuctionType | AuctTyp | Added EP131 | ||
| 1804 | AuctionAllocationPct | AuctPct | Added EP131 | ||
| 1808 | LockedQty | LckQty | Added EP131 | ||
| 1809 | SecondaryLockedQty | LckQty2 | Added EP131 | ||
| 1807 | LockType | LckTyp | Added EP131 | ||
| 1810 | ReleaseInstruction | RlsInst | Added EP131 | ||
| 1811 | ReleaseQty | RlsQty | Added EP131 | ||
| 1819 | RelatedHighPrice | ReltdHiPx | Added EP131 | ||
| 1820 | RelatedLowPrice | ReltdLowPx | Added EP131 | ||
| 1821 | RelatedPriceSource | ReltdPxSrc | Added EP131 |
| Component(-) | StandardTrailer | Trlr | Y | Added FIX.2.7 |
| 93 | SignatureLength | SignatureLength | Required when trailer contains signature. Note: Not to be included within SecureData field | Added FIX.4.0 Updated EP195 Deprecated EP195 | |
| 89 | Signature | Signature | Note: Not to be included within SecureData field | Added FIX.4.0 Updated EP195 Deprecated EP195 | |
| 10 | CheckSum | CheckSum | Y | (Always unencrypted, always last field in message) | Added FIX.4.0 |
| end Component |
|